+55.3%
CVS vs OWL
+17.3%
+38.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +6.6% | +1.5% | +5.0% | +6.4% |
| 30D | -0.4% | +13.4% | -13.9% | -1.5% |
| 3M | -5.3% | -21.2% | +16.0% | -3.9% |
| 6M | -7.7% | +4.0% | -11.7% | -8.5% |
| YTD | +16.0% | -29.0% | +45.0% | +18.7% |
| 1Y | +16.2% | -28.4% | +44.6% | +18.7% |
| 3Y | +47.6% | -14.5% | +62.1% | +45.8% |
| 5Y | +12.3% | -21.5% | +33.8% | +8.0% |
| All | +55.3% | +17.3% | +38.0% | +49.2% |
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