+3,227.4%
CECO vs SPY
+3,091.8%
+135.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +6.4% | +0.1% | +6.2% | +6.3% |
| 30D | +7.2% | +0.1% | +7.2% | +7.2% |
| 3M | -8.6% | +2.0% | -10.6% | -9.7% |
| 6M | +33.5% | +13.0% | +20.5% | +22.2% |
| YTD | +23.8% | +13.5% | +10.3% | +13.0% |
| 1Y | +51.9% | +20.0% | +32.0% | +33.1% |
| 3Y | +430.4% | +77.2% | +353.2% | +249.2% |
| 5Y | +880.2% | +81.9% | +798.3% | +531.3% |
| 10Y | +583.1% | +314.1% | +269.1% | +157.0% |
| All | +3,227.4% | +3,091.8% | +135.6% | +333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling