-16.2%
CDNS vs OWL
-29.1%
+12.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -14.0% | -2.2% | -11.8% | -13.4% |
| 30D | -13.2% | +3.7% | -16.8% | -14.1% |
| 3M | -28.9% | +17.5% | -46.4% | -32.3% |
| 6M | -4.2% | +18.5% | -22.7% | -9.4% |
| YTD | -6.4% | -16.3% | +10.0% | -3.4% |
| 1Y | -16.2% | -29.7% | +13.5% | -13.0% |
| All | -16.2% | -29.1% | +12.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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