+30.9%
OWL vs CPAY
+47.6%
-16.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -10.1% | -2.0% | -8.2% | -9.0% |
| 30D | -11.9% | -0.4% | -11.6% | -11.7% |
| 3M | +10.7% | +16.4% | -5.6% | +0.7% |
| 6M | +22.1% | +23.5% | -1.4% | +6.2% |
| YTD | -24.8% | +35.7% | -60.5% | -39.5% |
| 1Y | -39.2% | +30.2% | -69.4% | -50.0% |
| 3Y | +1.7% | +49.7% | -48.0% | -23.5% |
| 5Y | -15.5% | +56.6% | -72.1% | -43.4% |
| All | +30.9% | +47.6% | -16.7% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling