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Funds (13F)

Centerbook Partners LP

Backtest from 18 Feb 2022 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.7%
S&P 500 +14.1%
Last 12 months
+10.9%
S&P 500 +12.1%
Sharpe ratio
0.44
S&P 500 0.63
Biggest drop
−24.4%
S&P 500 −20.5%
$10.0k$20.0k 20222023202420252026 $18.6k$16.8k
Centerbook Partners LPS&P 500 $10,000 in Centerbook Partners LP from 18 Feb 2022 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Centerbook Partners LP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Centerbook Partners LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.7%+14.1%
Total return+68%+86%
Last 12 months+10.9%+12.1%
Last 3 months−3.3%—
Last month−4.1%—
This year so far+8.3%—
Volatility a year19.6%16.2%
Sharpe ratio0.440.63
Biggest drop−24.4%−20.5%
Beta to the S&P 5001.111.00
Alpha a year (t-statistic)−2.6% (−0.73)—
Share of weeks up55%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
AMZN2.6%——
GOOGL2.4%——
META2.2%——
MSFT2.0%——
NVDA1.8%——
TSM1.8%——
V1.7%——
TXN1.6%——
AAPL1.5%——
LLY1.4%——
MA1.4%——
AVGO1.3%——
NFLX1.3%——
BNTX1.2%——
JPM1.2%——
LITE1.1%——
AMD1.1%——
SPCX1.1%——
MU0.9%——
PLTR0.8%——
AIOT0.8%——
FTAI0.8%——
ECHO0.7%——
TDAY0.7%——
ROST0.7%——
LEGN0.7%——
DOCN0.7%——
AEIS0.6%——
ENVX0.6%——
ADI0.6%——
PFE0.6%——
INSM0.6%——
FN0.6%——
AESI0.6%——
TJX0.5%——
MCHP0.5%——
DAR0.5%——
MLYS0.5%——
WEAV0.5%——
UBER0.5%——
REGN0.5%——
EQX0.5%——
METC0.5%——
ARHS0.5%——
NU0.5%——
FIP0.5%——
LODE0.5%——
GENI0.5%——
OLN0.5%——
PRIM0.4%——
TLN0.4%——
ASML0.4%——
GSM0.4%——
GPCR0.4%——
WEX0.4%——
LPTH0.4%——
RY0.4%——
VERA0.4%——
CELH0.4%——
IONS0.4%——
EVLV0.4%——
CCOI0.4%——
AMTM0.3%——
GRPN0.3%——
SNOW0.3%——
ON0.3%——
STLN0.3%——
FTK0.3%——
TKO0.3%——
NESR0.3%——
USPH0.3%——
GLNG0.3%——
MWH0.3%——
CME0.3%——
PACK0.3%——
NAVI0.3%——
AZ0.3%——
GDOT0.3%——
CSCO0.3%——
AMAT0.3%——
FLEX0.3%——
JBI0.3%——
FSLR0.3%——
FIX0.3%——
EPAC0.3%——
AKAM0.3%——
MCD0.3%——
HNRG0.3%——
AMPL0.3%——
PRM0.3%——
VRT0.3%——
SWIM0.3%——
SXT0.3%——
NXPI0.3%——
PUBM0.3%——
ONT0.3%——
ACMR0.3%——
AADX0.3%——
MANE0.3%——
ACVA0.3%——
PRCT0.3%——
AEVA0.3%——
BKTI0.3%——
NOW0.3%——
LMB0.3%——
TEAM0.3%——
PGNY0.3%——
COHR0.3%——
IA0.3%——
GDYN0.2%——
MBUU0.2%——
ABVX0.2%——
MCHB0.2%——
XPOF0.2%——
IBRX0.2%——
FWONK0.2%——
RIGL0.2%——
SHLS0.2%——
GILD0.2%——
SOC0.2%——
NBIS0.2%——
FCEL0.2%——
BKV0.2%——
UBS0.2%——
SNDA0.2%——
PLAY0.2%——
ERII0.2%——
MICC0.2%——
KTOS0.2%——
COMP0.2%——
SMWB0.2%——
ALNY0.2%——
CODI0.2%——
TSAT0.2%——
CLBT0.2%——
FDX0.2%——
ANET0.2%——
BMY0.2%——
TPB0.2%——
QXO0.2%——
OTIS0.2%——
EXTR0.2%——
TAC0.2%——
AGRO0.2%——
MELI0.2%——
AMP0.2%——
ARRY0.2%——
PTCT0.2%——
A0.2%——
GHC0.2%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest18 Feb 2022 to 2 Nov 2026+11.7%+14.1%0.440.63−24.4%1.11−2.6% (−0.73)
Last three years3 Nov 2023 to 2 Nov 2026+20.7%+21.8%0.911.16−20.4%1.10−1.9% (−0.41)
Last year7 Nov 2025 to 2 Nov 2026+14.2%+14.2%0.670.84−11.6%1.09−0.4% (−0.04)
DateCompanyAction
14 Aug 2026ZTSBought
14 Aug 2026XPELBought
14 Aug 2026WSTBought
14 Aug 2026WSBCBought
14 Aug 2026WHDBought
14 Aug 2026WGSBought
14 Aug 2026WENBought
14 Aug 2026WDCBought
14 Aug 2026VSTBought
14 Aug 2026VSHBought
14 Aug 2026VSECBought
14 Aug 2026VRTXBought
14 Aug 2026VREXBought
14 Aug 2026VNOBought
14 Aug 2026VLOBought
14 Aug 2026VFCBought
14 Aug 2026VEONBought
14 Aug 2026VCYTBought
14 Aug 2026UPSTBought
14 Aug 2026TXGBought
14 Aug 2026TSEMBought
14 Aug 2026TSATBought
14 Aug 2026TROXBought
14 Aug 2026TRIBought
14 Aug 2026TPCBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZDSold
14 Aug 2026YSSSold
14 Aug 2026XELSold
14 Aug 2026WYFISold
14 Aug 2026WRBYSold
14 Aug 2026WNCSold
14 Aug 2026WMGSold
14 Aug 2026WMBSold
14 Aug 2026WFGSold
14 Aug 2026WFCSold
14 Aug 2026VZSold
14 Aug 2026VRTSSold
14 Aug 2026VRNSSold
14 Aug 2026VRDNSold
14 Aug 2026VMISold
14 Aug 2026VICISold
14 Aug 2026VIAVSold
14 Aug 2026VCTRSold
14 Aug 2026VCELSold
14 Aug 2026VALESold
14 Aug 2026UUUUSold
14 Aug 2026UNTYSold
14 Aug 2026UNHSold
14 Aug 2026UECSold
14 Aug 2026TXRHSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest