+71.5%
CDNS vs ECHO
+252.6%
-181.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -7.2% | +5.3% | -12.5% | -7.6% |
| 30D | -14.3% | +2.4% | -16.7% | -14.4% |
| 3M | -27.2% | -21.8% | -5.4% | -26.1% |
| 6M | -4.5% | -16.9% | +12.4% | -3.9% |
| YTD | -9.0% | -16.0% | +7.0% | -8.5% |
| 1Y | -21.3% | +9.3% | -30.6% | -22.7% |
| 3Y | +19.6% | +406.2% | -386.6% | -0.9% |
| 5Y | +71.5% | +251.0% | -179.4% | +44.2% |
| All | +71.5% | +252.6% | -181.0% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling