+29.2%
OWL vs CPB
-40.5%
+69.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -2.1% | -4.1% | +1.9% | -2.2% |
| 30D | +11.6% | +16.9% | -5.4% | +11.8% |
| 3M | -13.8% | -0.6% | -13.2% | -14.1% |
| 6M | +7.8% | +11.4% | -3.5% | +8.1% |
| YTD | -25.8% | -14.8% | -11.0% | -26.9% |
| 1Y | -26.5% | -24.8% | -1.7% | -28.3% |
| 3Y | -9.6% | -36.6% | +27.0% | -13.2% |
| 5Y | -20.8% | -33.3% | +12.5% | -22.2% |
| All | +29.2% | -40.5% | +69.7% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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