+193.1%
CENTA vs SPY
+655.5%
-462.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.6% |
| 7D | -3.1% | +0.5% | -3.7% | -3.7% |
| 30D | -9.7% | -0.9% | -8.7% | -8.8% |
| 3M | +0.1% | +3.9% | -3.7% | -4.2% |
| 6M | +8.4% | +14.5% | -6.1% | -6.8% |
| YTD | +20.9% | +12.9% | +8.0% | +5.4% |
| 1Y | +3.9% | +19.4% | -15.4% | -14.9% |
| 3Y | +11.8% | +78.5% | -66.6% | -41.8% |
| 5Y | +9.3% | +81.8% | -72.4% | -45.9% |
| 10Y | +82.2% | +311.5% | -229.3% | -68.8% |
| All | +193.1% | +655.5% | -462.4% | -77.9% |
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