+212.6%
CVX vs OWL
+17.3%
+195.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | +12.2% | -21.2% | +33.4% | +15.1% |
| 6M | +20.3% | +4.0% | +16.3% | +18.5% |
| YTD | +48.3% | -29.0% | +77.3% | +53.9% |
| 1Y | +46.9% | -28.4% | +75.3% | +52.0% |
| 3Y | +73.1% | -14.5% | +87.6% | +71.5% |
| 5Y | +135.2% | -21.5% | +156.7% | +126.7% |
| All | +212.6% | +17.3% | +195.3% | +194.2% |
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