-28.2%
OWL vs CVE
+142.8%
-171.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -4.9% | -16.1% | +11.2% | -0.6% |
| 30D | +7.8% | -10.4% | +18.2% | +10.4% |
| 3M | -12.7% | -2.4% | -10.3% | -13.2% |
| 6M | -2.8% | -4.4% | +1.6% | -3.7% |
| YTD | -30.1% | +64.9% | -95.0% | -43.0% |
| 1Y | -29.1% | +66.0% | -95.1% | -42.5% |
| 3Y | -12.3% | +57.7% | -69.9% | -29.8% |
| All | -28.2% | +142.8% | -171.0% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling