-27.7%
OWL vs CVE
+144.2%
-171.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.4% | -6.4% |
| 7D | -5.0% | -14.1% | +9.1% | -1.3% |
| 30D | +9.0% | -11.6% | +20.7% | +12.1% |
| 3M | -12.7% | 0.0% | -12.8% | -13.9% |
| 6M | -4.0% | -8.4% | +4.4% | -3.6% |
| YTD | -29.6% | +65.9% | -95.5% | -42.7% |
| 1Y | -31.9% | +69.4% | -101.4% | -45.2% |
| 3Y | -13.1% | +55.9% | -69.0% | -30.3% |
| All | -27.7% | +144.2% | -171.9% | -49.9% |
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 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