+582.3%
CZR vs SPY
+368.0%
+214.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | -1.4% | +0.1% | -1.4% | -1.6% |
| 3M | +1.4% | +2.0% | -0.6% | -3.1% |
| 6M | +16.1% | +13.0% | +3.1% | -8.6% |
| YTD | +26.9% | +13.5% | +13.3% | -0.9% |
| 1Y | +15.3% | +20.0% | -4.7% | -18.8% |
| 3Y | -46.8% | +77.2% | -123.9% | -81.3% |
| 5Y | -71.3% | +81.9% | -153.2% | -89.6% |
| 10Y | +109.5% | +314.1% | -204.6% | -70.0% |
| All | +582.3% | +368.0% | +214.3% | -11.0% |
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 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