+1.7%
OWL vs CAVA
+41.9%
-40.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.2% | +0.4% |
| 7D | -10.1% | -8.0% | -2.1% | -8.4% |
| 30D | -11.9% | -19.6% | +7.6% | -7.5% |
| 3M | +10.7% | -36.7% | +47.4% | +21.9% |
| 6M | +22.1% | -30.6% | +52.7% | +30.7% |
| YTD | -24.8% | -4.8% | -20.0% | -26.2% |
| 1Y | -39.2% | -13.1% | -26.1% | -39.4% |
| 3Y | +1.7% | +48.8% | -47.0% | +5.7% |
| All | +1.7% | +41.9% | -40.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 3y: compounded portfolio wealth divided by compounded CAVA 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…
3y analysis · Full analysis span regression · 6 months rolling