+28.7%
CPZ vs VT
+129.4%
-100.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.6% |
| 30D | +3.1% | -1.4% | +4.6% | +4.2% |
| 3M | -2.3% | -1.4% | -0.9% | -1.4% |
| 6M | +0.6% | +5.5% | -4.9% | -3.4% |
| YTD | -3.9% | +12.8% | -16.7% | -12.3% |
| 1Y | -4.7% | +15.4% | -20.1% | -14.6% |
| 3Y | +26.6% | +76.9% | -50.2% | -20.3% |
| 5Y | +7.5% | +60.4% | -52.9% | -26.6% |
| All | +28.7% | +129.4% | -100.7% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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