+130.3%
CTVA vs OWL
+24.2%
+106.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -4.5% | -10.1% | +5.6% | -3.0% |
| 30D | +11.3% | -11.9% | +23.2% | +13.3% |
| 3M | +12.3% | +10.7% | +1.6% | +9.9% |
| 6M | +7.2% | +22.1% | -15.0% | +2.6% |
| YTD | +26.0% | -24.8% | +50.8% | +30.8% |
| 1Y | +16.0% | -39.2% | +55.2% | +24.7% |
| 3Y | +73.9% | +1.7% | +72.2% | +69.4% |
| 5Y | +103.8% | -15.5% | +119.3% | +95.2% |
| All | +130.3% | +24.2% | +106.1% | +113.8% |
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