+71.5%
CZFS vs SPY
+77.4%
-5.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +1.1% | +0.1% | +1.0% | +1.0% |
| 3M | +30.2% | +2.0% | +28.2% | +27.6% |
| 6M | +33.3% | +13.0% | +20.3% | +18.4% |
| YTD | +47.8% | +13.5% | +34.2% | +30.5% |
| 1Y | +38.5% | +20.0% | +18.5% | +15.0% |
| All | +71.5% | +77.4% | -5.9% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling