+23.6%
OWL vs CVE
+413.6%
-390.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.5% | +5.9% | -4.4% | +0.1% |
| 30D | +13.4% | -10.9% | +24.3% | +16.1% |
| 3M | -21.2% | -4.5% | -16.7% | -21.1% |
| 6M | +4.0% | -1.0% | +5.0% | +2.5% |
| YTD | -29.0% | +74.7% | -103.7% | -41.3% |
| 1Y | -28.4% | +65.8% | -94.2% | -39.9% |
| 3Y | -14.5% | +73.2% | -87.7% | -30.9% |
| 5Y | -21.5% | +155.6% | -177.1% | -41.4% |
| All | +23.6% | +413.6% | -390.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling