+283.1%
CENX vs SPY
+81.0%
+202.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.3% |
| 7D | +0.9% | -0.4% | +1.2% | +1.5% |
| 30D | -8.1% | -1.4% | -6.7% | -5.8% |
| 3M | -21.7% | +3.7% | -25.4% | -27.3% |
| 6M | -12.4% | +13.0% | -25.4% | -31.0% |
| YTD | +21.7% | +12.4% | +9.3% | -3.0% |
| 1Y | +119.4% | +18.5% | +100.8% | +59.3% |
| 3Y | +574.5% | +77.6% | +496.9% | +130.7% |
| 5Y | +283.1% | +81.7% | +201.4% | +23.9% |
| All | +283.1% | +81.0% | +202.1% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling