-11.5%
OWL vs CRL
-37.6%
+26.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.9% |
| 7D | -6.4% | -4.6% | -1.8% | -4.7% |
| 30D | -5.0% | +0.5% | -5.5% | -5.2% |
| 3M | +15.4% | +46.6% | -31.2% | -0.9% |
| 6M | +15.5% | +57.3% | -41.8% | -4.3% |
| YTD | -22.7% | +39.5% | -62.2% | -33.1% |
| 1Y | -34.1% | +76.9% | -110.9% | -48.5% |
| 3Y | +5.1% | +39.4% | -34.3% | -16.0% |
| 5Y | -11.5% | -37.2% | +25.7% | -11.3% |
| All | -11.5% | -37.6% | +26.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling