-100.0%
CPOP vs VOO
+93.5%
-193.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -11.6% | +0.1% | -11.7% | -11.6% |
| 30D | -8.4% | +0.1% | -8.5% | -8.4% |
| 3M | -89.3% | +2.0% | -91.3% | -89.3% |
| 6M | -90.7% | +13.0% | -103.8% | -91.4% |
| YTD | -92.8% | +13.6% | -106.3% | -93.3% |
| 1Y | -97.5% | +20.1% | -117.6% | -97.8% |
| 3Y | -99.1% | +77.6% | -176.6% | -99.4% |
| 5Y | -99.9% | +82.4% | -182.4% | -99.9% |
| All | -100.0% | +93.5% | -193.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 all: compounded portfolio wealth divided by compounded VOO 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…
all analysis · Full analysis span regression · 6 months rolling