+607.8%
CIEN vs ECHO
+436.9%
+170.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.3% | +5.9% |
| 7D | -5.3% | +8.6% | -13.9% | -6.1% |
| 30D | -17.2% | +3.8% | -21.0% | -17.5% |
| 3M | -26.9% | -19.9% | -7.0% | -25.5% |
| 6M | +16.0% | -12.1% | +28.1% | +17.0% |
| YTD | +45.9% | -14.1% | +60.0% | +47.3% |
| 1Y | +186.8% | +15.9% | +170.9% | +182.3% |
| 3Y | +607.8% | +417.8% | +189.9% | +498.2% |
| All | +607.8% | +436.9% | +170.9% | +498.2% |
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