+8.6%
OWL vs CPB
-40.5%
+49.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.5% |
| 7D | -3.9% | -8.2% | +4.3% | -4.1% |
| 30D | -3.7% | -5.6% | +1.9% | -3.8% |
| 3M | +21.4% | +3.0% | +18.4% | +21.7% |
| 6M | +18.3% | -12.7% | +31.1% | +16.8% |
| YTD | -20.1% | -18.0% | -2.1% | -21.5% |
| 1Y | -32.8% | -31.7% | -1.0% | -35.1% |
| 3Y | +8.6% | -41.0% | +49.5% | +4.1% |
| All | +8.6% | -40.5% | +49.1% | +4.1% |
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