+686.4%
CZNC vs SPY
+2,938.5%
-2,252.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.3% | -0.4% | 0.0% | -0.1% |
| 30D | +1.7% | -1.4% | +3.0% | +2.6% |
| 3M | +20.3% | +3.7% | +16.6% | +17.2% |
| 6M | +18.3% | +13.0% | +5.3% | +8.7% |
| YTD | +32.3% | +12.4% | +19.9% | +21.9% |
| 1Y | +35.2% | +18.5% | +16.7% | +20.1% |
| 3Y | +73.6% | +77.6% | -4.0% | +18.0% |
| 5Y | +35.5% | +81.7% | -46.2% | -10.7% |
| 10Y | +98.1% | +319.7% | -221.6% | -19.3% |
| All | +686.4% | +2,938.5% | -2,252.1% | +101.6% |
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