+995.8%
CECO vs SPY
+79.8%
+916.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.1% |
| 7D | +1.4% | -2.0% | +3.4% | +3.5% |
| 30D | +1.9% | -1.7% | +3.6% | +3.8% |
| 3M | -18.3% | +4.7% | -23.0% | -21.8% |
| 6M | +38.7% | +12.5% | +26.2% | +24.1% |
| YTD | +26.0% | +11.7% | +14.2% | +13.5% |
| 1Y | +59.9% | +17.5% | +42.4% | +37.5% |
| 3Y | +448.7% | +76.6% | +372.1% | +229.5% |
| 5Y | +995.8% | +82.0% | +913.8% | +529.5% |
| All | +995.8% | +79.8% | +916.0% | +529.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling