+20.2%
CENT vs SPY
+76.5%
-56.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.5% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -9.5% | -1.4% | -8.1% | -8.8% |
| 3M | -4.2% | +3.7% | -7.9% | -6.4% |
| 6M | +7.6% | +13.0% | -5.4% | -0.8% |
| YTD | +23.5% | +12.4% | +11.1% | +14.2% |
| 1Y | +5.9% | +18.5% | -12.6% | -5.7% |
| All | +20.2% | +76.5% | -56.4% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling