-18.2%
OWL vs CVE
+136.5%
-154.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +1.1% | -10.0% | +11.1% | +3.8% |
| 30D | +10.0% | -11.9% | +21.9% | +13.2% |
| 3M | -8.7% | -5.9% | -2.7% | -8.1% |
| 6M | +3.1% | -1.6% | +4.7% | +1.3% |
| YTD | -25.6% | +66.3% | -91.9% | -39.6% |
| 1Y | -25.5% | +57.5% | -83.0% | -38.4% |
| 3Y | -9.4% | +65.4% | -74.9% | -28.5% |
| 5Y | -18.2% | +144.2% | -162.3% | -44.1% |
| All | -18.2% | +136.5% | -154.7% | -44.1% |
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