-11.6%
OWL vs CVE
+54.6%
-66.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.4% | -6.4% |
| 7D | -5.0% | -14.1% | +9.1% | -1.6% |
| 30D | +9.0% | -11.6% | +20.7% | +11.8% |
| 3M | -12.7% | 0.0% | -12.8% | -14.2% |
| 6M | -4.0% | -8.4% | +4.4% | -3.8% |
| YTD | -29.6% | +65.9% | -95.5% | -45.4% |
| 1Y | -31.9% | +69.4% | -101.4% | -48.0% |
| All | -11.6% | +54.6% | -66.3% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling