-8.8%
CTSH vs OWL
-27.8%
+19.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +1.8% | +1.1% | +0.8% | +1.5% |
| 30D | +9.8% | +10.0% | -0.2% | +7.1% |
| 3M | +12.1% | -8.7% | +20.8% | +14.2% |
| 6M | +27.4% | +3.1% | +24.3% | +26.4% |
| YTD | -20.3% | -25.6% | +5.4% | -9.4% |
| 1Y | -8.8% | -25.5% | +16.7% | +2.3% |
| All | -8.8% | -27.8% | +19.0% | +2.3% |
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 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