-21.6%
OWL vs CSGP
-62.5%
+40.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.2% |
| 7D | +1.5% | +1.3% | +0.2% | +0.9% |
| 30D | +13.4% | +2.8% | +10.6% | +10.7% |
| 3M | -21.2% | -6.3% | -14.9% | -20.2% |
| 6M | +4.0% | -3.2% | +7.2% | +2.5% |
| YTD | -29.0% | -54.0% | +25.0% | -0.3% |
| 1Y | -28.4% | -54.8% | +26.4% | +1.3% |
| 3Y | -14.5% | -60.6% | +46.0% | +24.9% |
| All | -21.6% | -62.5% | +40.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling