+147.4%
CZWI vs SPY
+932.2%
-784.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +2.1% | +0.1% | +2.1% | +2.1% |
| 3M | +7.9% | +2.0% | +5.9% | +7.3% |
| 6M | +23.0% | +13.0% | +10.0% | +19.3% |
| YTD | +25.8% | +13.5% | +12.2% | +21.9% |
| 1Y | +34.8% | +20.0% | +14.8% | +28.9% |
| 3Y | +125.5% | +77.2% | +48.3% | +97.0% |
| 5Y | +77.4% | +81.9% | -4.5% | +53.3% |
| 10Y | +155.3% | +314.1% | -158.8% | +90.6% |
| All | +147.4% | +932.2% | -784.8% | +67.9% |
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 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