-39.2%
OWL vs CRL
+80.5%
-119.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | -10.1% | -3.5% | -6.6% | -9.3% |
| 30D | -11.9% | -2.1% | -9.8% | -11.5% |
| 3M | +10.7% | +48.0% | -37.2% | -0.4% |
| 6M | +22.1% | +64.7% | -42.6% | +6.0% |
| YTD | -24.8% | +39.5% | -64.3% | -30.8% |
| 1Y | -39.2% | +74.2% | -113.4% | -44.0% |
| All | -39.2% | +80.5% | -119.7% | -44.0% |
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