-9.4%
OWL vs CRL
+102.9%
-112.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | +10.0% | +14.6% | -4.6% | +5.4% |
| 3M | -8.7% | +24.8% | -33.5% | -14.8% |
| 6M | +3.1% | +94.7% | -91.5% | -16.3% |
| YTD | -25.6% | +73.4% | -99.0% | -37.8% |
| 1Y | -25.5% | +104.7% | -130.1% | -40.6% |
| 3Y | -9.4% | +101.1% | -110.5% | -29.5% |
| All | -9.4% | +102.9% | -112.3% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling