-0.5%
CTAS vs OWL
-36.7%
+36.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.6% |
| 7D | -1.3% | -11.9% | +10.6% | -0.6% |
| 30D | -3.1% | -13.7% | +10.6% | -2.3% |
| 3M | +10.3% | +12.3% | -2.0% | +9.2% |
| 6M | +1.6% | +15.0% | -13.4% | +0.3% |
| YTD | +6.3% | -25.7% | +32.0% | +8.8% |
| 1Y | -0.5% | -39.5% | +39.0% | +2.4% |
| All | -0.5% | -36.7% | +36.3% | +2.4% |
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