+63.4%
CVS vs OWL
+24.2%
+39.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -2.2% | -10.1% | +8.0% | -1.4% |
| 30D | -0.1% | -11.9% | +11.9% | +0.8% |
| 3M | -5.2% | +10.7% | -15.9% | -6.1% |
| 6M | +26.9% | +22.1% | +4.8% | +24.1% |
| YTD | +22.1% | -24.8% | +46.9% | +24.6% |
| 1Y | +30.8% | -39.2% | +70.0% | +36.0% |
| 3Y | +54.4% | +1.7% | +52.6% | +50.3% |
| 5Y | +33.4% | -15.5% | +48.8% | +27.7% |
| All | +63.4% | +24.2% | +39.2% | +56.6% |
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