-16.5%
OWL vs CRS
+1,358.7%
-1,375.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.7% | -3.2% |
| 7D | -11.9% | -4.1% | -7.8% | -10.7% |
| 30D | -13.7% | -16.6% | +2.9% | -8.6% |
| 3M | +12.3% | -14.3% | +26.5% | +17.1% |
| 6M | +15.0% | +11.6% | +3.4% | +9.0% |
| YTD | -25.7% | +42.6% | -68.3% | -36.0% |
| 1Y | -39.5% | +81.8% | -121.3% | -53.3% |
| 3Y | +0.9% | +632.1% | -631.1% | -54.5% |
| 5Y | -16.5% | +1,401.6% | -1,418.2% | -72.0% |
| All | -16.5% | +1,358.7% | -1,375.3% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling