+45.5%
CUZ vs SPY
+311.8%
-266.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.1% |
| 7D | -2.3% | -0.9% | -1.4% | -1.5% |
| 30D | +7.0% | -2.4% | +9.3% | +9.3% |
| 3M | +2.2% | -1.2% | +3.3% | +3.2% |
| 6M | +15.2% | +3.3% | +11.9% | +10.8% |
| YTD | +20.7% | +12.3% | +8.4% | +6.8% |
| 1Y | +18.9% | +12.4% | +6.4% | +5.0% |
| 3Y | +84.3% | +78.8% | +5.5% | +0.2% |
| 5Y | -5.7% | +75.2% | -80.9% | -47.7% |
| 10Y | +45.5% | +311.1% | -265.6% | -62.7% |
| All | +45.5% | +311.8% | -266.3% | -62.7% |
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