+1,261.7%
CIEN vs ECHO
+155.6%
+1,106.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.7% | +9.1% |
| 7D | +8.7% | +3.6% | +5.1% | +8.3% |
| 30D | -26.9% | +7.5% | -34.4% | -27.5% |
| 3M | -23.6% | +16.2% | -39.8% | -25.2% |
| 6M | -49.1% | -20.9% | -28.2% | -47.3% |
| YTD | +26.6% | -6.0% | +32.6% | +27.0% |
| 1Y | +42.7% | +43.4% | -0.7% | +34.0% |
| 3Y | +570.8% | +924.0% | -353.2% | +273.5% |
| 5Y | +386.4% | +249.6% | +136.8% | +254.3% |
| 10Y | +1,261.7% | +151.3% | +1,110.5% | +926.4% |
| All | +1,261.7% | +155.6% | +1,106.1% | +926.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling