+3,453.2%
CECO vs SPY
+3,074.3%
+379.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.2% |
| 7D | +12.2% | +0.5% | +11.6% | +11.7% |
| 30D | +11.6% | -0.9% | +12.5% | +12.4% |
| 3M | -1.7% | +3.9% | -5.6% | -4.3% |
| 6M | +50.6% | +14.5% | +36.1% | +36.5% |
| YTD | +32.2% | +12.9% | +19.3% | +21.1% |
| 1Y | +75.4% | +19.4% | +56.0% | +54.2% |
| 3Y | +475.9% | +78.5% | +397.5% | +277.0% |
| 5Y | +978.1% | +81.8% | +896.3% | +594.6% |
| 10Y | +645.4% | +311.5% | +333.9% | +181.7% |
| All | +3,453.2% | +3,074.3% | +379.0% | +364.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling