Across 847 earnings events in Q1 2026, Centaur-generated reports identified margin risk 3.2 days earlier than sell-side consensus. The pattern is consistent across sector and market cap.
The methodology
We compared Centaur output against Bloomberg consensus for the same 847 events, using a standardised scoring rubric developed with three buy-side compliance teams. The rubric scores reports on signal timing, source attribution, and reasoning chain completeness.
What the data shows
The 3.2-day advantage is driven almost entirely by Centaur's ability to synthesise supply chain data, channel checks, and macro indicators simultaneously — a task that takes a single analyst several days but runs in under four minutes on the platform.
Mid-cap names benefit most because sell-side coverage is thinner. In large-cap names with 20+ analysts, the advantage compresses to 1.1 days — still meaningful, but less dramatic.
What this means for analyst workflows
The implication is not that AI replaces the analyst — it is that the analyst who uses AI spends their time on interpretation rather than synthesis. The 3.2 days recovered is time for client calls, model refinement, and the judgment work that actually differentiates buy-side research from the sell-side consensus being beaten.