+23.6%
OWL vs CRL
+42.4%
-18.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +13.4% | +11.9% | +1.5% | +8.2% |
| 3M | -21.2% | +20.2% | -41.4% | -27.1% |
| 6M | +4.0% | +107.5% | -103.5% | -22.4% |
| YTD | -29.0% | +69.4% | -98.4% | -43.2% |
| 1Y | -28.4% | +99.7% | -128.2% | -46.2% |
| 3Y | -14.5% | +98.8% | -113.3% | -41.0% |
| 5Y | -21.5% | -12.4% | -9.0% | -29.6% |
| All | +23.6% | +42.4% | -18.8% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling