+890.1%
CIEN vs ECHO
+216.6%
+673.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -15.2% | +3.4% | -18.6% | -16.1% |
| 30D | -21.5% | +2.4% | -23.8% | -22.0% |
| 3M | -40.1% | -28.0% | -12.1% | -34.6% |
| 6M | -6.6% | -21.2% | +14.7% | -1.3% |
| YTD | +37.3% | -17.4% | +54.6% | +42.0% |
| 1Y | +174.5% | +33.6% | +141.0% | +145.0% |
| 3Y | +562.3% | +419.7% | +142.6% | +175.4% |
| 5Y | +463.9% | +241.7% | +222.2% | +168.6% |
| 10Y | +1,302.4% | +180.8% | +1,121.6% | +550.2% |
| All | +890.1% | +216.6% | +673.5% | +223.7% |
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 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