+2,133.3%
CENT vs SPY
+3,027.0%
-893.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.1% |
| 7D | +3.3% | +0.1% | +3.3% | +3.2% |
| 30D | +19.9% | -3.3% | +23.2% | +22.9% |
| 3M | +8.7% | -2.4% | +11.1% | +10.6% |
| 6M | +27.5% | +2.6% | +25.0% | +24.1% |
| YTD | +51.3% | +11.2% | +40.1% | +37.5% |
| 1Y | +54.8% | +13.4% | +41.4% | +38.4% |
| 3Y | +42.9% | +79.9% | -37.0% | -13.4% |
| 5Y | +9.7% | +72.2% | -62.5% | -32.2% |
| 10Y | +134.4% | +307.3% | -172.9% | -32.0% |
| All | +2,133.3% | +3,027.0% | -893.7% | +111.4% |
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