+109.6%
CTAS vs OWL
-6.9%
+116.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | +1.0% | -6.4% | +7.4% | +2.2% |
| 30D | -1.1% | -5.0% | +3.9% | -0.3% |
| 3M | +11.5% | +15.4% | -3.9% | +7.8% |
| 6M | +0.2% | +15.5% | -15.3% | -3.8% |
| YTD | +7.2% | -22.7% | +29.8% | +11.6% |
| 1Y | 0.0% | -34.1% | +34.0% | +7.3% |
| 3Y | +65.9% | +5.1% | +60.8% | +52.8% |
| 5Y | +109.6% | -11.5% | +121.0% | +87.9% |
| All | +109.6% | -6.9% | +116.4% | +87.9% |
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 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