+473.5%
CUZ vs SPY
+3,091.8%
-2,618.3%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -5.4% | +0.1% | -5.4% | -5.4% |
| 3M | +6.0% | +2.0% | +4.0% | +3.5% |
| 6M | +24.0% | +13.0% | +10.9% | +9.4% |
| YTD | +17.2% | +13.5% | +3.6% | +2.9% |
| 1Y | +4.6% | +20.0% | -15.4% | -13.2% |
| 3Y | +42.3% | +77.2% | -34.9% | -20.3% |
| 5Y | -5.4% | +81.9% | -87.3% | -48.5% |
| 10Y | +36.4% | +314.1% | -277.7% | -66.7% |
| All | +473.5% | +3,091.8% | -2,618.3% | -54.8% |
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