+1,874.0%
CDNS vs ECHO
+267.2%
+1,606.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.0% |
| 7D | +2.4% | +2.2% | +0.3% | +2.0% |
| 30D | -6.0% | +9.8% | -15.8% | -7.8% |
| 3M | -0.1% | +16.8% | -16.9% | -3.3% |
| 6M | -8.6% | -18.1% | +9.5% | -6.1% |
| YTD | +6.1% | -4.2% | +10.3% | +4.3% |
| 1Y | +0.8% | +41.2% | -40.4% | -8.6% |
| 3Y | +26.8% | +943.7% | -916.9% | -42.3% |
| 5Y | +86.9% | +277.5% | -190.7% | +10.9% |
| 10Y | +1,235.1% | +159.8% | +1,075.3% | +744.9% |
| All | +1,874.0% | +267.2% | +1,606.8% | +660.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling