+67.0%
CVS vs OWL
+38.2%
+28.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +4.0% | -2.2% | +6.2% | +4.1% |
| 30D | -2.4% | +3.7% | -6.1% | -2.7% |
| 3M | +2.7% | +17.5% | -14.9% | +1.3% |
| 6M | +21.9% | +18.5% | +3.3% | +19.9% |
| YTD | +24.7% | -16.3% | +41.1% | +26.4% |
| 1Y | +35.4% | -29.7% | +65.2% | +39.3% |
| 3Y | +65.2% | +14.2% | +51.0% | +59.5% |
| 5Y | +30.5% | +2.5% | +28.1% | +24.0% |
| All | +67.0% | +38.2% | +28.8% | +58.9% |
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