+6.3%
OWL vs CAVA
+33.0%
-26.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.2% | +0.5% |
| 7D | -10.1% | -8.0% | -2.1% | -8.5% |
| 30D | -11.9% | -19.6% | +7.6% | -7.8% |
| 3M | +10.7% | -36.7% | +47.4% | +21.1% |
| 6M | +22.1% | -30.6% | +52.7% | +30.1% |
| YTD | -24.8% | -4.8% | -20.0% | -26.0% |
| 1Y | -39.2% | -13.1% | -26.1% | -39.3% |
| 3Y | +1.7% | +48.8% | -47.0% | +0.5% |
| All | +6.3% | +33.0% | -26.7% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling