+377.3%
CSCO vs ECHO
+187.5%
+189.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.5% |
| 7D | 0.0% | +5.3% | -5.4% | -0.6% |
| 30D | -10.7% | +2.4% | -13.2% | -11.0% |
| 3M | -8.7% | -21.8% | +13.1% | -6.5% |
| 6M | +44.9% | -16.9% | +61.8% | +46.7% |
| YTD | +44.1% | -16.0% | +60.1% | +45.1% |
| 1Y | +65.9% | +9.3% | +56.6% | +61.6% |
| 3Y | +109.0% | +406.2% | -297.2% | +48.0% |
| 5Y | +114.8% | +251.0% | -136.2% | +62.1% |
| 10Y | +377.3% | +191.3% | +186.1% | +286.0% |
| All | +377.3% | +187.5% | +189.8% | +286.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling