+28.0%
CPZ vs VOO
+165.6%
-137.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +1.0% | -0.6% | +1.5% | +1.2% |
| 30D | +1.8% | -3.6% | +5.5% | +4.1% |
| 3M | -3.8% | -2.7% | -1.1% | -2.3% |
| 6M | -0.5% | +2.2% | -2.7% | -2.1% |
| YTD | -4.4% | +10.9% | -15.3% | -10.9% |
| 1Y | -5.2% | +11.3% | -16.5% | -11.9% |
| 3Y | +26.0% | +76.9% | -50.9% | -17.2% |
| 5Y | +6.9% | +73.5% | -66.6% | -29.1% |
| All | +28.0% | +165.6% | -137.5% | -41.3% |
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 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