-15.8%
CDNS vs OWL
-36.7%
+20.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.3% |
| 7D | -6.5% | -11.9% | +5.4% | -2.9% |
| 30D | -13.0% | -13.7% | +0.7% | -9.1% |
| 3M | -26.0% | +12.3% | -38.3% | -29.0% |
| 6M | -2.8% | +15.0% | -17.9% | -8.0% |
| YTD | -8.8% | -25.7% | +16.9% | -1.3% |
| 1Y | -15.8% | -39.5% | +23.7% | -3.6% |
| All | -15.8% | -36.7% | +20.9% | -3.6% |
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 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