-26.5%
OWL vs CVE
+60.9%
-87.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | +0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +11.6% | -10.8% | +22.4% | +9.9% |
| 3M | -13.8% | -4.3% | -9.5% | -14.5% |
| 6M | +7.8% | -1.5% | +9.3% | +7.3% |
| YTD | -25.8% | +70.7% | -96.5% | -27.9% |
| 1Y | -26.5% | +58.1% | -84.6% | -26.6% |
| All | -26.5% | +60.9% | -87.4% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling