+16.6%
OWL vs CSGP
-61.9%
+78.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | +0.2% |
| 7D | -2.2% | -4.1% | +1.8% | -0.7% |
| 30D | +3.7% | +2.3% | +1.4% | +2.6% |
| 3M | +17.5% | -8.2% | +25.7% | +20.5% |
| 6M | +18.5% | -35.1% | +53.6% | +40.4% |
| YTD | -16.3% | -54.0% | +37.7% | +14.6% |
| 1Y | -29.7% | -65.3% | +35.6% | +9.0% |
| All | +16.6% | -61.9% | +78.5% | +63.2% |
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