+142.0%
CZFS vs SPY
+312.9%
-170.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +7.5% | -5.4% | +12.9% | +9.4% |
| 3M | +3.8% | -4.1% | +7.9% | +5.1% |
| 6M | +34.7% | +0.7% | +33.9% | +34.0% |
| YTD | +52.2% | +8.7% | +43.5% | +47.6% |
| 1Y | +58.3% | +10.9% | +47.4% | +52.4% |
| 3Y | +75.8% | +75.0% | +0.8% | +52.0% |
| 5Y | +66.4% | +67.8% | -1.4% | +43.5% |
| All | +142.0% | +312.9% | -170.8% | +99.5% |
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