+911.7%
CZFS vs SPY
+863.7%
+48.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -0.6% | -2.7% | +2.1% | -0.3% |
| 30D | +7.5% | -5.4% | +12.9% | +8.1% |
| 3M | +3.8% | -4.1% | +7.9% | +4.2% |
| 6M | +34.7% | +0.7% | +33.9% | +34.5% |
| YTD | +52.2% | +8.7% | +43.5% | +50.7% |
| 1Y | +58.3% | +10.9% | +47.4% | +56.4% |
| 3Y | +75.8% | +75.0% | +0.8% | +68.0% |
| 5Y | +66.4% | +67.8% | -1.4% | +58.8% |
| 10Y | +142.0% | +312.9% | -170.8% | +125.4% |
| All | +911.7% | +863.7% | +48.0% | +848.9% |
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