+11.8%
CEFZ vs SPY
+22.2%
-10.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.8% | +2.6% | -1.8% | -0.8% |
| 30D | +1.6% | -2.0% | +3.5% | +2.8% |
| 3M | -4.3% | -2.8% | -1.6% | -2.7% |
| 6M | -1.1% | +2.1% | -3.2% | -2.4% |
| YTD | +3.8% | +11.5% | -7.7% | -3.4% |
| 1Y | +6.3% | +13.5% | -7.2% | -2.2% |
| All | +11.8% | +22.2% | -10.5% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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