+516.6%
CIEN vs ECHO
+923.2%
-406.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.6% |
| 7D | -9.3% | +2.2% | -11.5% | -9.4% |
| 30D | -39.5% | +9.8% | -49.3% | -40.0% |
| 3M | -29.8% | +16.8% | -46.7% | -30.9% |
| 6M | -50.4% | -18.1% | -32.3% | -49.6% |
| YTD | +16.3% | -4.2% | +20.5% | +16.2% |
| 1Y | +30.4% | +41.2% | -10.9% | +26.3% |
| 3Y | +516.6% | +943.7% | -427.1% | +389.7% |
| All | +516.6% | +923.2% | -406.6% | +389.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling