-28.2%
OWL vs CP
+24.4%
-52.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.3% |
| 7D | -4.9% | +2.8% | -7.7% | -6.4% |
| 30D | +7.8% | +10.2% | -2.4% | +1.9% |
| 3M | -12.7% | +2.4% | -15.0% | -13.8% |
| 6M | -2.8% | +7.7% | -10.5% | -7.1% |
| YTD | -30.1% | +26.0% | -56.1% | -39.6% |
| 1Y | -29.1% | +34.6% | -63.7% | -41.3% |
| 3Y | -12.3% | +26.7% | -39.0% | -26.7% |
| All | -28.2% | +24.4% | -52.5% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling