+11.0%
CPZ vs VT
+66.2%
-55.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | -2.1% | +1.0% | -3.1% | -2.6% |
| 3M | +6.1% | +2.4% | +3.7% | +4.8% |
| 6M | -5.7% | +12.0% | -17.7% | -10.9% |
| YTD | -3.7% | +15.3% | -19.0% | -10.3% |
| 1Y | -11.4% | +22.6% | -34.0% | -20.1% |
| 3Y | +21.5% | +74.7% | -53.2% | -11.6% |
| All | +11.0% | +66.2% | -55.2% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling