+26.8%
CPZ vs VT
+125.6%
-98.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | -1.6% | +2.6% | +2.2% |
| 30D | +1.6% | -2.5% | +4.1% | +3.4% |
| 3M | -2.6% | -1.3% | -1.3% | -1.8% |
| 6M | -2.2% | +3.1% | -5.2% | -4.6% |
| YTD | -5.3% | +10.9% | -16.2% | -12.6% |
| 1Y | -5.9% | +12.1% | -18.0% | -13.9% |
| 3Y | +24.7% | +73.9% | -49.2% | -20.6% |
| 5Y | +6.2% | +58.0% | -51.7% | -26.7% |
| All | +26.8% | +125.6% | -98.7% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling