+2.2%
CDNS vs OWL
-29.0%
+31.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.0% | +1.5% | -0.6% | +0.5% |
| 30D | -2.0% | +13.4% | -15.4% | -5.6% |
| 3M | -0.2% | -21.2% | +21.0% | +7.5% |
| 6M | -8.9% | +4.0% | -12.9% | -10.7% |
| YTD | +3.3% | -29.0% | +32.3% | +16.3% |
| 1Y | +2.2% | -28.4% | +30.6% | +14.4% |
| All | +2.2% | -29.0% | +31.2% | +14.4% |
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