+25.2%
CVNA vs OWL
-28.0%
+53.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +7.5% |
| 7D | +31.3% | +10.1% | +21.2% | +26.7% |
| 30D | +21.7% | +18.7% | +3.0% | +14.2% |
| 3M | +14.0% | -6.2% | +20.2% | +15.6% |
| 6M | +3.0% | +9.8% | -6.8% | -1.3% |
| YTD | -8.1% | -24.2% | +16.1% | -2.4% |
| 1Y | +25.2% | -26.6% | +51.8% | +33.4% |
| All | +25.2% | -28.0% | +53.2% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling