-72.2%
CZR vs SPY
+81.0%
-153.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.9% |
| 7D | -0.1% | -0.4% | +0.3% | +0.5% |
| 30D | -1.3% | -1.4% | 0.0% | +1.0% |
| 3M | +0.7% | +3.7% | -3.0% | -6.6% |
| 6M | +15.2% | +13.0% | +2.2% | -9.7% |
| YTD | +26.8% | +12.4% | +14.5% | +0.3% |
| 1Y | +16.9% | +18.5% | -1.7% | -16.8% |
| 3Y | -46.0% | +77.6% | -123.6% | -82.7% |
| 5Y | -72.2% | +81.7% | -153.8% | -90.9% |
| All | -72.2% | +81.0% | -153.2% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling