+19.4%
CDNS vs ECHO
+436.9%
-417.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -7.0% | -3.2% |
| 7D | -9.2% | +8.6% | -17.8% | -9.7% |
| 30D | -16.3% | +3.8% | -20.0% | -16.4% |
| 3M | -27.9% | -19.9% | -8.0% | -27.2% |
| 6M | -4.3% | -12.1% | +7.7% | -4.2% |
| YTD | -9.1% | -14.1% | +4.9% | -8.9% |
| 1Y | -21.2% | +15.9% | -37.1% | -22.5% |
| 3Y | +19.4% | +417.8% | -398.5% | +6.5% |
| All | +19.4% | +436.9% | -417.5% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling