+0.1%
OWL vs CVE
+317.2%
-317.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.7% |
| 6M | +18.5% | +43.6% | -25.1% | +4.2% |
| YTD | -16.3% | +93.6% | -109.9% | -33.9% |
| 1Y | -29.7% | +98.8% | -128.5% | -45.2% |
| 3Y | +14.2% | +73.6% | -59.4% | -10.1% |
| All | +0.1% | +317.2% | -317.2% | -37.6% |
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 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