+166.6%
CZWI vs SPY
+911.3%
-744.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +12.7% | -3.3% | +16.0% | +13.6% |
| 3M | +13.7% | -2.4% | +16.1% | +14.4% |
| 6M | +11.7% | +2.6% | +9.1% | +10.9% |
| YTD | +35.5% | +11.2% | +24.3% | +32.0% |
| 1Y | +49.2% | +13.4% | +35.8% | +44.5% |
| 3Y | +162.5% | +79.9% | +82.6% | +128.8% |
| 5Y | +91.6% | +72.2% | +19.4% | +67.5% |
| 10Y | +158.5% | +307.3% | -148.8% | +93.8% |
| All | +166.6% | +911.3% | -744.7% | +81.7% |
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