+1,642.3%
CDNS vs ECHO
+216.6%
+1,425.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | +3.4% | -17.4% | -14.6% |
| 30D | -13.2% | +2.4% | -15.5% | -13.6% |
| 3M | -28.9% | -28.0% | -0.9% | -24.8% |
| 6M | -4.2% | -21.2% | +17.1% | -1.5% |
| YTD | -6.4% | -17.4% | +11.0% | -5.0% |
| 1Y | -16.2% | +33.6% | -49.8% | -23.4% |
| 3Y | +20.2% | +419.7% | -399.5% | -34.7% |
| 5Y | +76.6% | +241.7% | -165.1% | +5.6% |
| 10Y | +1,029.7% | +180.8% | +848.9% | +566.5% |
| All | +1,642.3% | +216.6% | +1,425.7% | +592.4% |
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