+144.2%
CZWI vs SPY
+312.5%
-168.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | +8.3% | -1.4% | +9.7% | +8.9% |
| 3M | +8.7% | +3.7% | +5.0% | +6.9% |
| 6M | +24.7% | +13.0% | +11.7% | +18.1% |
| YTD | +25.7% | +12.4% | +13.3% | +19.4% |
| 1Y | +37.2% | +18.5% | +18.6% | +27.3% |
| 3Y | +128.4% | +77.6% | +50.8% | +78.2% |
| 5Y | +79.1% | +81.7% | -2.6% | +37.2% |
| 10Y | +144.2% | +319.7% | -175.5% | +36.6% |
| All | +144.2% | +312.5% | -168.3% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling