+44.9%
CZWI vs SPY
+11.8%
+33.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -0.8% | +3.3% | -4.1% | -1.7% |
| 30D | +11.0% | -2.7% | +13.7% | +11.6% |
| 3M | +13.8% | -1.7% | +15.6% | +14.2% |
| 6M | +12.7% | +3.1% | +9.6% | +11.9% |
| YTD | +34.3% | +11.9% | +22.4% | +29.6% |
| 1Y | +44.9% | +12.0% | +32.9% | +40.1% |
| All | +44.9% | +11.8% | +33.1% | +40.1% |
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 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