+134.9%
CDNS vs OWL
+22.7%
+112.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.5% |
| 7D | -6.5% | -11.9% | +5.4% | -2.5% |
| 30D | -13.0% | -13.7% | +0.7% | -8.7% |
| 3M | -26.0% | +12.3% | -38.3% | -29.4% |
| 6M | -2.8% | +15.0% | -17.9% | -8.8% |
| YTD | -8.8% | -25.7% | +16.9% | -0.9% |
| 1Y | -15.8% | -39.5% | +23.7% | -2.7% |
| 3Y | +19.7% | +0.9% | +18.8% | +15.7% |
| 5Y | +70.8% | -16.5% | +87.3% | +62.8% |
| All | +134.9% | +22.7% | +112.2% | +109.5% |
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