+39.1%
OWL vs CP
+39.8%
-0.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.2% |
| 7D | -3.9% | +2.4% | -6.4% | -5.1% |
| 30D | -3.7% | -0.5% | -3.1% | -3.3% |
| 3M | +21.4% | +1.4% | +20.0% | +20.4% |
| 6M | +18.3% | +10.3% | +8.0% | +11.9% |
| YTD | -20.1% | +24.3% | -44.4% | -29.4% |
| 1Y | -32.8% | +20.4% | -53.2% | -39.6% |
| 3Y | +8.6% | +21.8% | -13.2% | -4.9% |
| 5Y | -4.5% | +31.5% | -36.0% | -19.8% |
| All | +39.1% | +39.8% | -0.7% | +14.1% |
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