-82.4%
CNTY vs SPY
+322.5%
-404.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -2.1% |
| 7D | -5.0% | -0.8% | -4.2% | -3.9% |
| 30D | -5.7% | -1.1% | -4.7% | -4.4% |
| 3M | -21.8% | +3.9% | -25.6% | -26.3% |
| 6M | -20.7% | +13.6% | -34.3% | -34.8% |
| YTD | -13.5% | +12.7% | -26.2% | -27.9% |
| 1Y | -54.7% | +17.5% | -72.2% | -64.4% |
| 3Y | -79.6% | +76.9% | -156.5% | -91.6% |
| 5Y | -91.4% | +83.6% | -175.0% | -96.6% |
| All | -82.4% | +322.5% | -404.8% | -97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling