+5.6%
CVS vs OWL
-28.0%
+33.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.1% | -15.6% | -12.3% |
| 7D | -11.1% | +10.1% | -21.2% | -10.6% |
| 30D | -7.4% | +18.7% | -26.2% | -6.6% |
| 3M | -22.9% | -6.2% | -16.7% | -23.2% |
| 6M | -1.2% | +9.8% | -11.0% | -0.5% |
| YTD | +3.9% | -24.2% | +28.0% | +5.3% |
| 1Y | +5.6% | -26.6% | +32.1% | +7.0% |
| All | +5.6% | -28.0% | +33.6% | +7.0% |
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