+23.6%
OWL vs CRL
+43.6%
-20.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +0.8% | +8.9% | -8.1% | -2.2% |
| 30D | +7.3% | +14.0% | -6.6% | +1.7% |
| 3M | -16.8% | +19.8% | -36.7% | -23.0% |
| 6M | +4.0% | +102.0% | -98.0% | -21.6% |
| YTD | -29.0% | +70.8% | -99.8% | -43.3% |
| 1Y | -29.7% | +98.7% | -128.4% | -47.0% |
| 3Y | -13.5% | +98.2% | -111.7% | -40.2% |
| 5Y | -21.5% | -11.7% | -9.8% | -29.8% |
| All | +23.6% | +43.6% | -20.0% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling