+175.5%
CTAS vs OWL
+17.3%
+158.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +1.5% | +0.4% | +1.7% |
| 30D | +8.7% | +13.4% | -4.7% | +6.3% |
| 3M | +13.3% | -21.2% | +34.5% | +17.5% |
| 6M | +39.4% | +4.0% | +35.4% | +37.2% |
| YTD | +21.5% | -29.0% | +50.5% | +27.2% |
| 1Y | +21.9% | -28.4% | +50.3% | +27.2% |
| 3Y | +73.6% | -14.5% | +88.2% | +70.6% |
| 5Y | +116.2% | -21.5% | +137.7% | +103.2% |
| All | +175.5% | +17.3% | +158.3% | +150.4% |
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 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