-11.3%
CTSH vs OWL
+9.9%
-21.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.7% | -2.8% |
| 7D | -5.5% | -3.9% | -1.5% | -4.5% |
| 30D | +4.5% | -3.7% | +8.2% | +5.4% |
| 3M | +13.7% | +21.4% | -7.7% | +8.3% |
| 6M | -8.4% | +18.3% | -26.7% | -12.6% |
| YTD | -26.5% | -20.1% | -6.4% | -22.7% |
| 1Y | -13.9% | -32.8% | +18.8% | -6.3% |
| 3Y | -11.3% | +8.6% | -19.9% | -14.4% |
| All | -11.3% | +9.9% | -21.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling