-26.0%
OWL vs CVE
+59.0%
-85.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.7% |
| 7D | -2.4% | -10.1% | +7.7% | -3.7% |
| 30D | +9.3% | -12.1% | +21.4% | +7.4% |
| 3M | -11.0% | -1.9% | -9.1% | -11.6% |
| 6M | +2.4% | -1.8% | +4.3% | +1.5% |
| YTD | -26.2% | +65.8% | -91.9% | -28.8% |
| All | -26.0% | +59.0% | -85.0% | -27.6% |
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