+37.8%
CVNA vs OWL
+24.2%
+13.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.6% |
| 7D | -7.3% | -10.1% | +2.8% | +0.8% |
| 30D | -4.6% | -11.9% | +7.3% | +4.9% |
| 3M | +2.0% | +10.7% | -8.8% | -8.2% |
| 6M | +11.7% | +22.1% | -10.4% | -10.4% |
| YTD | -18.1% | -24.8% | +6.7% | -2.6% |
| 1Y | -2.4% | -39.2% | +36.8% | +36.9% |
| 3Y | +580.6% | +1.7% | +578.8% | +434.2% |
| 5Y | +4.9% | -15.5% | +20.4% | -10.3% |
| All | +37.8% | +24.2% | +13.6% | +17.8% |
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