+28.5%
OWL vs CSGP
-63.2%
+91.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +4.7% |
| 7D | -2.4% | -1.8% | -0.5% | -1.6% |
| 30D | +9.3% | +5.3% | +4.0% | +5.9% |
| 3M | -11.0% | +3.3% | -14.3% | -13.5% |
| 6M | +2.4% | -4.7% | +7.1% | +1.9% |
| YTD | -26.2% | -53.5% | +27.4% | -0.4% |
| 1Y | -27.4% | -53.7% | +26.3% | -2.1% |
| 3Y | -8.7% | -59.7% | +51.1% | +27.6% |
| 5Y | -19.3% | -62.5% | +43.2% | +5.6% |
| All | +28.5% | -63.2% | +91.8% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling