+18.3%
OWL vs CRBG
+117.3%
-99.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.3% |
| 7D | -10.1% | +0.6% | -10.7% | -10.5% |
| 30D | -11.9% | +2.6% | -14.6% | -13.5% |
| 3M | +10.7% | +24.0% | -13.3% | -5.0% |
| 6M | +22.1% | +50.5% | -28.4% | -8.8% |
| YTD | -24.8% | +17.1% | -41.9% | -33.3% |
| 1Y | -39.2% | +5.9% | -45.1% | -42.4% |
| 3Y | +1.7% | +122.7% | -121.0% | -40.4% |
| All | +18.3% | +117.3% | -99.0% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling