+135.8%
CENT vs SPY
+304.1%
-168.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +3.7% | -0.6% | +4.3% | +4.1% |
| 30D | +18.5% | -3.7% | +22.1% | +21.3% |
| 3M | +9.5% | -2.7% | +12.2% | +11.3% |
| 6M | +26.0% | +2.2% | +23.9% | +23.5% |
| YTD | +49.5% | +10.8% | +38.7% | +38.3% |
| 1Y | +51.4% | +11.2% | +40.1% | +39.5% |
| 3Y | +42.0% | +76.5% | -34.5% | -5.9% |
| 5Y | +9.1% | +72.9% | -63.8% | -27.4% |
| 10Y | +135.8% | +304.8% | -169.0% | -25.5% |
| All | +135.8% | +304.1% | -168.3% | -25.5% |
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