+1,166.2%
CDNS vs ECHO
+144.4%
+1,021.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.3% |
| 7D | +1.0% | +5.7% | -4.7% | +0.3% |
| 30D | -2.0% | +13.8% | -15.8% | -3.4% |
| 3M | -0.2% | +9.1% | -9.3% | -1.4% |
| 6M | -8.9% | -24.9% | +16.0% | -6.6% |
| YTD | +3.3% | -8.0% | +11.3% | +2.8% |
| 1Y | +2.2% | +42.9% | -40.7% | -3.5% |
| 3Y | +22.4% | +926.7% | -904.3% | -22.3% |
| 5Y | +78.0% | +230.4% | -152.3% | +40.4% |
| All | +1,166.2% | +144.4% | +1,021.9% | +997.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 10y: compounded portfolio wealth divided by compounded ECHO 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…
10y analysis · Full analysis span regression · 6 months rolling