+130.0%
CVX vs OWL
-21.6%
+151.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +1.5% | +1.9% | +3.2% |
| 30D | -1.0% | +13.4% | -14.4% | -2.8% |
| 3M | +12.2% | -21.2% | +33.4% | +15.5% |
| 6M | +20.3% | +4.0% | +16.3% | +18.3% |
| YTD | +48.3% | -29.0% | +77.3% | +54.9% |
| 1Y | +46.9% | -28.4% | +75.3% | +52.9% |
| 3Y | +73.1% | -14.5% | +87.6% | +69.7% |
| All | +130.0% | -21.6% | +151.6% | +132.7% |
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