+27.8%
CPZ vs VOO
+170.5%
-142.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.6% |
| 7D | -0.7% | +0.5% | -1.2% | -1.0% |
| 30D | -3.8% | -0.9% | -2.8% | -3.2% |
| 3M | +4.1% | +3.9% | +0.2% | +1.5% |
| 6M | -5.0% | +14.5% | -19.5% | -13.1% |
| YTD | -4.6% | +13.0% | -17.5% | -12.0% |
| 1Y | -12.5% | +19.4% | -31.9% | -22.3% |
| 3Y | +19.9% | +78.9% | -59.0% | -21.7% |
| 5Y | +9.8% | +82.3% | -72.5% | -29.9% |
| All | +27.8% | +170.5% | -142.7% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling