+34.6%
OWL vs CPB
-42.4%
+77.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.2% |
| 7D | -6.4% | -8.0% | +1.6% | -6.6% |
| 30D | -5.0% | -2.4% | -2.6% | -5.1% |
| 3M | +15.4% | +0.5% | +14.9% | +15.6% |
| 6M | +15.5% | -10.5% | +25.9% | +14.6% |
| YTD | -22.7% | -17.5% | -5.1% | -23.7% |
| 1Y | -34.1% | -31.0% | -3.0% | -35.8% |
| 3Y | +5.1% | -40.6% | +45.7% | +0.9% |
| 5Y | -11.5% | -37.7% | +26.3% | -13.1% |
| All | +34.6% | -42.4% | +77.0% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling