+27.5%
CPZ vs VT
+120.1%
-92.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | +1.9% |
| 7D | -0.5% | -4.2% | +3.6% | +2.3% |
| 30D | +2.6% | -5.8% | +8.4% | +6.8% |
| 3M | -3.2% | -5.2% | +2.0% | +0.3% |
| 6M | -0.1% | +0.1% | -0.2% | -0.6% |
| YTD | -4.8% | +8.2% | -13.0% | -10.7% |
| 1Y | -6.0% | +10.1% | -16.2% | -13.0% |
| 3Y | +25.4% | +69.7% | -44.2% | -18.8% |
| 5Y | +6.3% | +53.4% | -47.1% | -25.1% |
| All | +27.5% | +120.1% | -92.5% | -39.2% |
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