-70.5%
CNTY vs SPY
+2,869.9%
-2,940.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.1% |
| 7D | -5.6% | +0.5% | -6.1% | -5.9% |
| 30D | -2.5% | -0.9% | -1.5% | -1.9% |
| 3M | -18.1% | +3.9% | -21.9% | -20.2% |
| 6M | -18.1% | +14.5% | -32.6% | -25.3% |
| YTD | -11.3% | +12.9% | -24.2% | -18.2% |
| 1Y | -56.5% | +19.4% | -75.8% | -61.2% |
| 3Y | -79.0% | +78.5% | -157.5% | -85.6% |
| 5Y | -91.2% | +81.8% | -173.0% | -93.9% |
| 10Y | -82.0% | +311.5% | -393.6% | -91.0% |
| All | -70.5% | +2,869.9% | -2,940.4% | -91.6% |
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