-31.9%
OWL vs CRBG
+13.0%
-44.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.5% | -1.6% | -3.5% |
| 7D | -5.0% | -3.0% | -2.0% | -3.0% |
| 30D | +9.0% | -2.6% | +11.7% | +11.1% |
| 3M | -12.7% | +2.7% | -15.4% | -14.6% |
| 6M | -4.0% | +22.2% | -26.2% | -17.5% |
| YTD | -29.6% | +16.5% | -46.1% | -36.1% |
| 1Y | -31.9% | +16.9% | -48.9% | -38.9% |
| All | -31.9% | +13.0% | -44.9% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling