-13.9%
CTSH vs OWL
-23.9%
+9.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -3.2% |
| 7D | -2.3% | -2.4% | +0.1% | -1.8% |
| 30D | +7.4% | +9.3% | -1.8% | +4.4% |
| 3M | +10.9% | -11.0% | +21.9% | +13.8% |
| 6M | +24.7% | +2.4% | +22.2% | +22.5% |
| YTD | -22.0% | -26.2% | +4.2% | -16.5% |
| 1Y | -11.2% | -27.4% | +16.3% | -4.7% |
| 3Y | +3.9% | -8.7% | +12.5% | -0.9% |
| 5Y | -13.9% | -19.3% | +5.4% | -19.7% |
| All | -13.9% | -23.9% | +9.9% | -19.7% |
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