+166.3%
CDNS vs OWL
+17.3%
+149.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.0% | +1.5% | -0.6% | +0.4% |
| 30D | -2.0% | +13.4% | -15.4% | -6.3% |
| 3M | -0.2% | -21.2% | +21.0% | +7.3% |
| 6M | -8.9% | +4.0% | -12.9% | -11.4% |
| YTD | +3.3% | -29.0% | +32.3% | +13.3% |
| 1Y | +2.2% | -28.4% | +30.6% | +11.6% |
| 3Y | +22.4% | -14.5% | +36.9% | +24.1% |
| 5Y | +78.0% | -21.5% | +99.5% | +71.6% |
| All | +166.3% | +17.3% | +149.0% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling