+1,206.6%
CDNS vs ECHO
+139.8%
+1,066.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.7% |
| 7D | +7.0% | +9.1% | -2.1% | +6.0% |
| 30D | -0.3% | +7.2% | -7.4% | -1.1% |
| 3M | +3.2% | +6.1% | -2.9% | +2.3% |
| 6M | -6.9% | -24.2% | +17.2% | -4.7% |
| YTD | +6.6% | -9.7% | +16.4% | +6.4% |
| 1Y | +5.6% | +40.9% | -35.3% | -0.1% |
| 3Y | +27.4% | +883.3% | -855.8% | -18.5% |
| 5Y | +83.7% | +224.2% | -140.5% | +45.2% |
| All | +1,206.6% | +139.8% | +1,066.8% | +1,034.9% |
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