+34.6%
OWL vs CPAY
+46.8%
-12.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -6.4% | -2.5% | -3.9% | -4.9% |
| 30D | -5.0% | +1.3% | -6.3% | -5.6% |
| 3M | +15.4% | +13.5% | +1.9% | +6.6% |
| 6M | +15.5% | +24.7% | -9.2% | -0.2% |
| YTD | -22.7% | +34.9% | -57.6% | -37.6% |
| 1Y | -34.1% | +29.7% | -63.8% | -45.7% |
| 3Y | +5.1% | +49.4% | -44.3% | -20.9% |
| 5Y | -11.5% | +53.5% | -64.9% | -40.4% |
| All | +34.6% | +46.8% | -12.2% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling