+30.9%
OWL vs CGNX
-13.1%
+44.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.3% |
| 7D | -10.1% | +3.2% | -13.3% | -11.2% |
| 30D | -11.9% | +6.0% | -17.9% | -14.2% |
| 3M | +10.7% | +3.5% | +7.2% | +8.1% |
| 6M | +22.1% | +26.3% | -4.2% | +9.4% |
| YTD | -24.8% | +79.2% | -104.0% | -43.8% |
| 1Y | -39.2% | +43.8% | -83.0% | -50.3% |
| 3Y | +1.7% | +52.0% | -50.2% | -23.8% |
| 5Y | -15.5% | -24.0% | +8.6% | -26.1% |
| All | +30.9% | -13.1% | +44.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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