+119.5%
CTAS vs OWL
-18.7%
+138.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -2.1% | +1.4% | -0.4% |
| 30D | +10.7% | +11.6% | -0.8% | +8.2% |
| 3M | +11.0% | -13.8% | +24.8% | +13.8% |
| 6M | +38.7% | +7.8% | +30.9% | +35.3% |
| YTD | +21.8% | -25.8% | +47.6% | +27.6% |
| 1Y | +23.6% | -26.5% | +50.1% | +29.6% |
| 3Y | +74.9% | -9.6% | +84.5% | +66.4% |
| 5Y | +119.5% | -20.8% | +140.3% | +110.2% |
| All | +119.5% | -18.7% | +138.1% | +110.2% |
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