-47.4%
CPS vs VOO
+806.9%
-854.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.9% |
| 7D | -14.1% | -0.9% | -13.2% | -12.2% |
| 30D | -8.5% | -2.3% | -6.1% | -4.5% |
| 3M | -31.0% | -1.2% | -29.8% | -29.0% |
| 6M | -37.2% | +3.3% | -40.6% | -39.1% |
| YTD | -42.3% | +12.3% | -54.7% | -49.8% |
| 1Y | -34.8% | +12.5% | -47.3% | -43.3% |
| 3Y | +8.4% | +79.2% | -70.8% | -48.1% |
| 5Y | -20.5% | +75.7% | -96.2% | -57.6% |
| 10Y | -78.8% | +313.7% | -392.4% | -94.0% |
| All | -47.4% | +806.9% | -854.3% | -89.4% |
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