+177.2%
CENX vs SPY
+1,854.6%
-1,677.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.6% |
| 7D | +1.7% | +2.6% | -0.9% | -2.4% |
| 30D | +2.4% | -2.0% | +4.4% | +6.5% |
| 3M | -26.6% | -2.8% | -23.9% | -22.6% |
| 6M | -47.1% | +2.1% | -49.2% | -48.7% |
| YTD | -13.1% | +11.5% | -24.6% | -27.3% |
| 1Y | +17.2% | +13.5% | +3.7% | -4.3% |
| 3Y | +405.6% | +77.7% | +327.9% | +104.1% |
| 5Y | +112.7% | +72.6% | +40.1% | -2.3% |
| 10Y | +256.0% | +308.2% | -52.2% | -58.1% |
| All | +177.2% | +1,854.6% | -1,677.4% | -86.2% |
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