+0.5%
OWL vs CRS
+620.4%
-619.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.7% | -3.4% |
| 7D | -11.9% | -4.1% | -7.8% | -10.9% |
| 30D | -13.7% | -16.6% | +2.9% | -9.4% |
| 3M | +12.3% | -14.3% | +26.5% | +16.3% |
| 6M | +15.0% | +11.6% | +3.4% | +10.0% |
| YTD | -25.7% | +42.6% | -68.3% | -34.5% |
| 1Y | -39.5% | +81.8% | -121.3% | -51.8% |
| All | +0.5% | +620.4% | -619.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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