-16.9%
OWL vs CNQ
+278.6%
-295.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | -11.9% | +6.2% | -18.1% | -14.0% |
| 3M | +10.7% | +12.4% | -1.6% | +5.3% |
| 6M | +22.1% | +9.0% | +13.1% | +16.3% |
| YTD | -24.8% | +52.2% | -77.0% | -38.4% |
| 1Y | -39.2% | +65.0% | -104.2% | -52.2% |
| 3Y | +1.7% | +78.8% | -77.1% | -24.7% |
| All | -16.9% | +278.6% | -295.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling