+28.5%
OWL vs CVE
+387.3%
-358.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | -2.4% | -10.1% | +7.7% | 0.0% |
| 30D | +9.3% | -12.1% | +21.4% | +12.2% |
| 3M | -11.0% | -1.9% | -9.1% | -11.5% |
| 6M | +2.4% | -1.8% | +4.3% | +0.9% |
| YTD | -26.2% | +65.8% | -91.9% | -38.1% |
| 1Y | -27.4% | +60.8% | -88.3% | -38.8% |
| 3Y | -8.7% | +70.1% | -78.8% | -25.8% |
| 5Y | -19.3% | +134.8% | -154.1% | -38.8% |
| All | +28.5% | +387.3% | -358.7% | -11.9% |
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