There are several important things to remember with Centaurs (esp. Horse Centaurs) with comparing them with horses..and or humans
Without doubt, when traversing any stable, firm ground that provides an element of grip the Centaur will have a significant advantage in the application of muscular power, speed and stability over a human.
This advantage probably wouldn't be lost when ascending similar surfaces up to about 30 degrees.
Even when travelling upon what would be considered unstable or soft ground they would have the advantage of stability perhaps offsetting M/M penalties due to lack of traction. They would however be significantly slowed, due to the reduction in confiedence due to the difficulties of applying co-ordination between the fore and hind hooves and increased ground pressure from smaller "foot area". Therefore on difficult ground the benifits balance the disadvantages... and they end up the same as humans of the same height.
On steeper slopes they suffer significant penalties but not as great as those applied to a horse. This is for two reasons
1. Personality i.e. confiedence, intelligence and willpower will serve to overcome many of the reasons why horses are not good natural climbers.... the same goes for jumping.
2. The additional set of limbs. A centaur can quite concievably use a rope to assist a climbs of up to 45-60 degrees (and wouldn't really suffer a significant disadvantages over a human in a careful climb of that difficulty, since the additional weight and ground pressure aids in the climb and produces traction enabling the application of power. Greater than this then the more pressure is put upon the rear hooves to provide grip and the torso to provide strength, when this happens the Centaur suffers severe disadvantage since it effectively becomes a very overweight human trying to climb in high-heels. (having said this, a Strong Centaur would probably be as good at absailing as a human, if there was surface for them to use..since the feet are used for stability not strength)
With regard to jumping, they would probably be as good as a un-laden horse. The additional weight of the torso balanced out by the lack of a rider...
Swimming? Hippos swim...... not really a great problem unless they are encumbered. Slower perhaps than humans but not overly so.