+26.3%
CDNS vs OWL
-12.9%
+39.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.6% | +2.7% |
| 7D | +7.0% | +0.8% | +6.2% | +6.7% |
| 30D | -0.3% | +7.3% | -7.6% | -3.2% |
| 3M | +3.2% | -16.8% | +20.0% | +9.7% |
| 6M | -6.9% | +4.0% | -10.9% | -9.8% |
| YTD | +6.6% | -29.0% | +35.6% | +19.2% |
| 1Y | +5.6% | -29.7% | +35.3% | +18.2% |
| All | +26.3% | -12.9% | +39.1% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling