-26.0%
OWL vs CSGP
-53.7%
+27.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +5.0% |
| 7D | -2.4% | -1.8% | -0.5% | -1.8% |
| 30D | +9.3% | +5.3% | +4.0% | +7.0% |
| 3M | -11.0% | +3.3% | -14.3% | -12.5% |
| 6M | +2.4% | -4.7% | +7.1% | +2.7% |
| YTD | -26.2% | -53.5% | +27.4% | -2.9% |
| All | -26.0% | -53.7% | +27.7% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling