+765.3%
CIEN vs ECHO
+252.6%
+512.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.1% |
| 7D | +15.3% | +5.7% | +9.6% | +13.4% |
| 30D | -22.0% | +13.8% | -35.8% | -24.5% |
| 3M | -36.6% | +9.1% | -45.7% | -37.9% |
| 6M | -51.5% | -24.9% | -26.5% | -47.7% |
| YTD | +20.0% | -8.0% | +28.0% | +21.0% |
| 1Y | +44.5% | +42.9% | +1.6% | +28.3% |
| 3Y | +539.0% | +926.7% | -387.7% | +108.5% |
| 5Y | +356.8% | +230.4% | +126.5% | +130.6% |
| 10Y | +1,190.4% | +145.9% | +1,044.6% | +582.0% |
| All | +765.3% | +252.6% | +512.8% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling