+26.8%
CPZ vs VT
+73.6%
-46.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | -1.6% | +2.6% | +1.5% |
| 30D | +1.6% | -2.5% | +4.1% | +2.3% |
| 3M | -2.6% | -1.3% | -1.3% | -2.3% |
| 6M | -2.2% | +3.1% | -5.2% | -3.0% |
| YTD | -5.3% | +10.9% | -16.2% | -8.0% |
| 1Y | -5.9% | +12.1% | -18.0% | -8.8% |
| All | +26.8% | +73.6% | -46.8% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling