+23.6%
OWL vs CP
+44.7%
-21.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.5% | +2.1% | -0.6% | +0.4% |
| 30D | +13.4% | +9.3% | +4.1% | +8.3% |
| 3M | -21.2% | +0.5% | -21.7% | -21.5% |
| 6M | +4.0% | +10.4% | -6.4% | -1.4% |
| YTD | -29.0% | +28.7% | -57.7% | -38.4% |
| 1Y | -28.4% | +33.2% | -61.6% | -39.1% |
| 3Y | -14.5% | +38.4% | -53.0% | -30.0% |
| 5Y | -21.5% | +26.2% | -47.6% | -33.9% |
| All | +23.6% | +44.7% | -21.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling