+10.2%
CEFZ vs SPY
+18.7%
-8.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.5% | -0.2% |
| 7D | -2.8% | -4.7% | +1.9% | +0.2% |
| 30D | -2.1% | -5.9% | +3.9% | +1.7% |
| 3M | -3.8% | -4.5% | +0.8% | -0.9% |
| 6M | -2.2% | +1.8% | -3.9% | -3.3% |
| YTD | +2.4% | +8.3% | -5.9% | -2.9% |
| 1Y | +4.9% | +9.3% | -4.5% | -1.2% |
| All | +10.2% | +18.7% | -8.5% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling