+42.2%
CUZ vs SPY
+308.5%
-266.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | 0.0% | +3.3% | -3.3% | -3.2% |
| 30D | +6.0% | -2.7% | +8.7% | +8.7% |
| 3M | +1.2% | -1.7% | +2.9% | +2.8% |
| 6M | +14.1% | +3.1% | +11.0% | +10.0% |
| YTD | +20.1% | +11.9% | +8.2% | +6.7% |
| 1Y | +18.6% | +12.0% | +6.6% | +5.1% |
| 3Y | +83.5% | +78.2% | +5.3% | +0.1% |
| 5Y | -6.0% | +73.2% | -79.2% | -47.2% |
| All | +42.2% | +308.5% | -266.3% | -63.2% |
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