-13.4%
CTSH vs OWL
+38.2%
-51.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.4% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | +12.4% | +3.7% | +8.7% | +11.3% |
| 3M | +17.4% | +17.5% | -0.2% | +12.5% |
| 6M | -3.1% | +18.5% | -21.6% | -7.8% |
| YTD | -23.6% | -16.3% | -7.2% | -21.1% |
| 1Y | -10.8% | -29.7% | +18.9% | -4.6% |
| 3Y | -8.3% | +14.2% | -22.5% | -14.8% |
| 5Y | -11.3% | +2.5% | -13.8% | -19.6% |
| All | -13.4% | +38.2% | -51.6% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling