+1,500.5%
CIEN vs ECHO
+197.5%
+1,302.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.2% |
| 7D | +8.9% | +3.7% | +5.2% | +8.3% |
| 30D | -19.1% | +0.7% | -19.8% | -19.2% |
| 3M | -21.5% | -27.3% | +5.8% | -17.5% |
| 6M | +2.8% | -17.0% | +19.8% | +5.3% |
| YTD | +49.5% | -14.3% | +63.8% | +51.8% |
| 1Y | +163.8% | +20.9% | +142.9% | +153.3% |
| 3Y | +615.8% | +423.0% | +192.9% | +361.5% |
| 5Y | +548.4% | +265.7% | +282.7% | +350.5% |
| All | +1,500.5% | +197.5% | +1,302.9% | +929.1% |
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