+48.9%
CVNA vs OWL
+32.0%
+16.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +3.8% |
| 7D | +3.5% | -3.9% | +7.5% | +6.6% |
| 30D | +5.5% | -3.7% | +9.1% | +7.5% |
| 3M | +7.6% | +21.4% | -13.8% | -10.0% |
| 6M | +17.6% | +18.3% | -0.8% | -2.9% |
| YTD | -11.5% | -20.1% | +8.6% | +0.3% |
| 1Y | +0.4% | -32.8% | +33.2% | +28.9% |
| 3Y | +695.6% | +8.6% | +687.0% | +493.0% |
| 5Y | +13.6% | -4.5% | +18.0% | -7.4% |
| All | +48.9% | +32.0% | +16.9% | +21.4% |
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