+29.0%
CPZ vs VOO
+172.0%
-143.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +6.1% | +2.0% | +4.1% | +4.6% |
| 6M | -5.7% | +13.0% | -18.7% | -13.0% |
| YTD | -3.7% | +13.6% | -17.3% | -11.5% |
| 1Y | -11.4% | +20.1% | -31.5% | -21.6% |
| 3Y | +21.5% | +77.6% | -56.0% | -20.1% |
| 5Y | +12.1% | +82.4% | -70.4% | -28.5% |
| All | +29.0% | +172.0% | -143.0% | -41.7% |
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