-19.2%
CTSH vs OWL
+27.7%
-46.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.1% |
| 7D | -8.2% | -6.4% | -1.8% | -6.7% |
| 30D | +0.4% | -5.0% | +5.4% | +1.6% |
| 3M | +10.6% | +15.4% | -4.8% | +6.5% |
| 6M | -8.8% | +15.5% | -24.3% | -12.7% |
| YTD | -28.6% | -22.7% | -5.9% | -24.9% |
| 1Y | -15.9% | -34.1% | +18.1% | -8.7% |
| 3Y | -13.9% | +5.1% | -19.0% | -18.4% |
| 5Y | -17.1% | -11.5% | -5.6% | -23.0% |
| All | -19.2% | +27.7% | -46.9% | -29.0% |
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