+135.8%
CTVA vs OWL
+32.0%
+103.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.5% |
| 7D | -2.1% | -3.9% | +1.9% | -1.5% |
| 30D | +12.0% | -3.7% | +15.7% | +12.5% |
| 3M | +13.5% | +21.4% | -7.9% | +9.4% |
| 6M | +12.1% | +18.3% | -6.2% | +8.0% |
| YTD | +29.0% | -20.1% | +49.1% | +32.7% |
| 1Y | +18.9% | -32.8% | +51.6% | +25.6% |
| 3Y | +78.9% | +8.6% | +70.3% | +72.6% |
| 5Y | +105.2% | -4.5% | +109.7% | +94.1% |
| All | +135.8% | +32.0% | +103.8% | +116.9% |
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