+182.0%
CECO vs SPY
+78.1%
+103.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -2.6% |
| 7D | +24.1% | +2.6% | +21.5% | +20.1% |
| 30D | -13.0% | -2.0% | -11.1% | -9.2% |
| 3M | -29.4% | -2.8% | -26.6% | -25.2% |
| 6M | -34.7% | +2.1% | -36.9% | -34.8% |
| YTD | -9.4% | +11.5% | -20.8% | -18.4% |
| 1Y | +10.1% | +13.5% | -3.4% | -2.8% |
| 3Y | +182.0% | +77.7% | +104.3% | +39.4% |
| All | +182.0% | +78.1% | +103.9% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling