+2,107.1%
CENT vs SPY
+3,015.5%
-908.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.8% |
| 3M | +9.5% | -2.7% | +12.2% | +11.7% |
| 6M | +26.0% | +2.2% | +23.9% | +23.1% |
| YTD | +49.5% | +10.8% | +38.7% | +36.3% |
| 1Y | +51.4% | +11.2% | +40.1% | +37.5% |
| 3Y | +42.0% | +76.5% | -34.5% | -12.5% |
| 5Y | +9.1% | +72.9% | -63.8% | -32.8% |
| 10Y | +135.8% | +304.8% | -169.0% | -31.3% |
| All | +2,107.1% | +3,015.5% | -908.4% | +109.6% |
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