+98.3%
CENX vs SPY
+17.2%
+81.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.0% |
| 7D | -6.6% | -2.0% | -4.6% | -3.5% |
| 30D | -15.2% | -1.7% | -13.5% | -12.9% |
| 3M | -24.9% | +4.7% | -29.6% | -31.0% |
| 6M | -17.2% | +12.5% | -29.7% | -32.5% |
| YTD | +13.2% | +11.7% | +1.5% | -6.5% |
| 1Y | +98.3% | +17.5% | +80.8% | +27.4% |
| All | +98.3% | +17.2% | +81.1% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling