-12.3%
OWL vs CSGP
-60.4%
+48.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +0.9% |
| 7D | -4.9% | +1.3% | -6.2% | -5.3% |
| 30D | +7.8% | +10.7% | -2.9% | +2.7% |
| 3M | -12.7% | +3.3% | -15.9% | -14.8% |
| 6M | -2.8% | -10.3% | +7.5% | -0.9% |
| YTD | -30.1% | -54.6% | +24.5% | -5.6% |
| 1Y | -29.1% | -54.6% | +25.6% | -4.3% |
| 3Y | -12.3% | -60.3% | +48.1% | +22.7% |
| All | -12.3% | -60.4% | +48.2% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling