-3.8%
CUZ vs SPY
+71.5%
-75.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +9.1% | -3.3% | +12.4% | +12.2% |
| 3M | +2.9% | -2.4% | +5.3% | +5.0% |
| 6M | +15.0% | +2.6% | +12.5% | +11.8% |
| YTD | +22.7% | +11.2% | +11.4% | +10.5% |
| 1Y | +20.9% | +13.4% | +7.5% | +6.9% |
| 3Y | +88.4% | +79.9% | +8.5% | +5.3% |
| 5Y | -3.8% | +72.2% | -76.0% | -45.2% |
| All | -3.8% | +71.5% | -75.3% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling