+38.7%
CSCO vs ECHO
+40.9%
-2.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.9% |
| 7D | -4.7% | +2.2% | -6.9% | -5.0% |
| 30D | -17.1% | +9.8% | -26.9% | -18.0% |
| 3M | -19.6% | +16.8% | -36.4% | -20.9% |
| 6M | +2.4% | -18.1% | +20.5% | +1.9% |
| YTD | +29.8% | -4.2% | +34.0% | +26.9% |
| 1Y | +38.7% | +41.2% | -2.6% | +32.7% |
| All | +38.7% | +40.9% | -2.2% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling