+48.9%
CIEN vs ECHO
+34.5%
+14.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.0% | -8.0% |
| 7D | -25.0% | +4.6% | -29.6% | -26.3% |
| 30D | -30.1% | +0.4% | -30.6% | -30.2% |
| 3M | -33.8% | +7.7% | -41.4% | -35.4% |
| 6M | -49.4% | -18.0% | -31.4% | -48.3% |
| YTD | +16.4% | -9.3% | +25.7% | +12.5% |
| 1Y | +48.9% | +34.2% | +14.7% | +27.4% |
| All | +48.9% | +34.5% | +14.4% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling