+71.5%
CDNS vs OWL
-6.9%
+78.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.4% |
| 7D | -7.2% | -6.4% | -0.8% | -4.8% |
| 30D | -14.3% | -5.0% | -9.3% | -12.7% |
| 3M | -27.2% | +15.4% | -42.6% | -31.7% |
| 6M | -4.5% | +15.5% | -20.0% | -11.4% |
| YTD | -9.0% | -22.7% | +13.7% | -1.1% |
| 1Y | -21.3% | -34.1% | +12.7% | -9.9% |
| 3Y | +19.6% | +5.1% | +14.5% | +9.8% |
| 5Y | +71.5% | -11.5% | +83.0% | +55.5% |
| All | +71.5% | -6.9% | +78.4% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling