-15.3%
CECO vs SPY
+14.6%
-30.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.2% | -12.8% |
| 7D | -17.2% | -0.7% | -16.5% | -16.0% |
| 30D | -39.4% | -1.0% | -38.4% | -37.8% |
| 3M | -35.4% | -0.3% | -35.1% | -34.3% |
| 6M | -41.9% | +7.3% | -49.3% | -47.6% |
| YTD | -24.1% | +13.3% | -37.5% | -37.9% |
| 1Y | -15.3% | +14.8% | -30.1% | -32.4% |
| All | -15.3% | +14.6% | -30.0% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling