+16.6%
OWL vs CVE
+72.1%
-55.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.4% |
| 7D | -2.2% | +2.5% | -4.7% | -3.0% |
| 30D | +3.7% | +16.7% | -13.0% | -1.1% |
| 3M | +17.5% | +9.3% | +8.3% | +13.9% |
| 6M | +18.5% | +43.6% | -25.1% | +3.0% |
| YTD | -16.3% | +93.6% | -109.9% | -36.1% |
| 1Y | -29.7% | +98.8% | -128.5% | -47.3% |
| All | +16.6% | +72.1% | -55.5% | -15.2% |
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