+172.2%
CVX vs OWL
-6.9%
+179.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.4% |
| 7D | +1.0% | -6.4% | +7.3% | +1.9% |
| 30D | +10.7% | -5.0% | +15.6% | +11.2% |
| 3M | +15.5% | +15.4% | +0.1% | +12.4% |
| 6M | +14.9% | +15.5% | -0.6% | +11.1% |
| YTD | +44.2% | -22.7% | +66.9% | +49.3% |
| 1Y | +43.5% | -34.1% | +77.6% | +52.4% |
| 3Y | +45.0% | +5.1% | +39.9% | +37.2% |
| 5Y | +172.2% | -11.5% | +183.6% | +156.1% |
| All | +172.2% | -6.9% | +179.0% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling