+0.1%
OWL vs CSGP
-64.7%
+64.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | +0.3% |
| 7D | -2.2% | -4.1% | +1.8% | -0.4% |
| 30D | +3.7% | +2.3% | +1.4% | +2.3% |
| 3M | +17.5% | -8.2% | +25.7% | +20.7% |
| 6M | +18.5% | -35.1% | +53.6% | +43.3% |
| YTD | -16.3% | -54.0% | +37.7% | +18.4% |
| 1Y | -29.7% | -65.3% | +35.6% | +14.1% |
| 3Y | +14.2% | -62.6% | +76.7% | +72.6% |
| All | +0.1% | -64.7% | +64.8% | +35.2% |
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 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