+37.2%
CZWI vs SPY
+18.8%
+18.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | +8.3% | -1.4% | +9.7% | +8.7% |
| 3M | +8.7% | +3.7% | +5.0% | +7.4% |
| 6M | +24.7% | +13.0% | +11.7% | +18.5% |
| YTD | +25.7% | +12.4% | +13.3% | +20.0% |
| 1Y | +37.2% | +18.5% | +18.6% | +25.9% |
| All | +37.2% | +18.8% | +18.4% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling