-9.7%
CTSH vs OWL
+22.8%
-32.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +1.8% | +1.1% | +0.8% | +1.4% |
| 30D | +9.8% | +10.0% | -0.2% | +6.9% |
| 3M | +12.1% | -8.7% | +20.8% | +14.0% |
| 6M | +27.4% | +3.1% | +24.3% | +25.3% |
| YTD | -20.3% | -25.6% | +5.4% | -15.7% |
| 1Y | -8.8% | -25.5% | +16.7% | -3.8% |
| 3Y | +4.0% | -9.4% | +13.5% | +1.8% |
| 5Y | -12.2% | -18.2% | +6.0% | -17.7% |
| All | -9.7% | +22.8% | -32.5% | -20.3% |
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