-26.6%
OWL vs CRL
+85.3%
-111.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.3% | +10.4% | +4.6% |
| 7D | +10.1% | -12.8% | +22.9% | +13.3% |
| 30D | +18.7% | +5.0% | +13.7% | +16.4% |
| 3M | -6.2% | +39.4% | -45.6% | -15.4% |
| 6M | +9.8% | +89.4% | -79.6% | -11.2% |
| YTD | -24.2% | +63.6% | -87.7% | -33.2% |
| 1Y | -26.6% | +83.5% | -110.0% | -38.0% |
| All | -26.6% | +85.3% | -111.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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