+4.8%
CPZ vs VOO
+72.6%
-67.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.8% | +2.6% | -3.4% | -1.9% |
| 30D | +1.1% | -2.0% | +3.1% | +2.0% |
| 3M | -5.7% | -2.8% | -2.9% | -4.6% |
| 6M | 0.0% | +2.2% | -2.2% | -1.1% |
| YTD | -6.1% | +11.5% | -17.6% | -10.7% |
| 1Y | -7.5% | +13.5% | -21.0% | -12.7% |
| 3Y | +23.2% | +78.1% | -54.9% | -9.7% |
| All | +4.8% | +72.6% | -67.8% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling