+0.5%
OWL vs CRL
+36.0%
-35.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.0% | -3.4% |
| 7D | -11.9% | -6.9% | -5.0% | -10.1% |
| 30D | -13.7% | -3.2% | -10.5% | -13.0% |
| 3M | +12.3% | +46.5% | -34.3% | -0.3% |
| 6M | +15.0% | +63.1% | -48.1% | -1.6% |
| YTD | -25.7% | +36.9% | -62.6% | -33.1% |
| 1Y | -39.5% | +78.1% | -117.6% | -49.9% |
| All | +0.5% | +36.0% | -35.5% | -13.2% |
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