+1,815.1%
CENT vs SPY
+3,091.8%
-1,276.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -5.3% | +0.1% | -5.4% | -5.4% |
| 3M | +5.4% | +2.0% | +3.4% | +3.3% |
| 6M | +8.5% | +13.0% | -4.5% | -2.3% |
| YTD | +29.7% | +13.5% | +16.2% | +16.3% |
| 1Y | +11.0% | +20.0% | -9.0% | -5.1% |
| 3Y | +20.4% | +77.2% | -56.8% | -26.0% |
| 5Y | +19.2% | +81.9% | -62.7% | -29.4% |
| 10Y | +106.0% | +314.1% | -208.0% | -40.8% |
| All | +1,815.1% | +3,091.8% | -1,276.7% | +78.8% |
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