-8.7%
OWL vs CPB
-35.0%
+26.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +5.6% |
| 7D | -2.4% | +3.3% | -5.6% | -2.5% |
| 30D | +9.3% | +19.0% | -9.7% | +8.8% |
| 3M | -11.0% | +0.4% | -11.4% | -11.5% |
| 6M | +2.4% | +13.0% | -10.5% | +2.2% |
| YTD | -26.2% | -12.7% | -13.4% | -27.7% |
| 1Y | -27.4% | -20.9% | -6.6% | -29.6% |
| 3Y | -8.7% | -35.4% | +26.7% | -13.9% |
| All | -8.7% | -35.0% | +26.3% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling