+1,044.2%
CDNS vs ECHO
+197.5%
+846.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +1.4% |
| 7D | -1.1% | +3.7% | -4.9% | -1.6% |
| 30D | -10.4% | +0.7% | -11.1% | -10.5% |
| 3M | -24.6% | -27.3% | +2.7% | -22.1% |
| 6M | -1.6% | -17.0% | +15.3% | -0.6% |
| YTD | -7.4% | -14.3% | +6.9% | -7.0% |
| 1Y | -18.4% | +20.9% | -39.3% | -21.4% |
| 3Y | +19.0% | +423.0% | -404.0% | -14.7% |
| 5Y | +73.4% | +265.7% | -192.3% | +31.2% |
| All | +1,044.2% | +197.5% | +846.7% | +812.2% |
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