-26.6%
OWL vs CPAY
+59.0%
-85.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.2% |
| 7D | +10.1% | +5.7% | +4.4% | +8.3% |
| 30D | +18.7% | +4.2% | +14.5% | +17.3% |
| 3M | -6.2% | +5.6% | -11.8% | -7.5% |
| 6M | +9.8% | +34.7% | -24.9% | +1.8% |
| YTD | -24.2% | +39.1% | -63.3% | -29.2% |
| 1Y | -26.6% | +60.3% | -86.9% | -31.6% |
| All | -26.6% | +59.0% | -85.6% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling