+574.3%
CZR vs SPY
+359.5%
+214.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.8% |
| 7D | +0.3% | +2.6% | -2.3% | -4.3% |
| 30D | +0.1% | -2.0% | +2.1% | +2.9% |
| 3M | -1.1% | -2.8% | +1.7% | +2.8% |
| 6M | +9.5% | +2.1% | +7.3% | +3.0% |
| YTD | +25.4% | +11.5% | +13.9% | +0.1% |
| 1Y | +48.5% | +13.5% | +35.0% | +14.6% |
| 3Y | -30.2% | +77.7% | -107.9% | -76.1% |
| 5Y | -72.3% | +72.6% | -144.9% | -89.1% |
| 10Y | +132.8% | +308.2% | -175.4% | -66.1% |
| All | +574.3% | +359.5% | +214.8% | -10.1% |
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