+108.5%
CSCO vs ECHO
+436.9%
-328.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -0.2% |
| 7D | -0.5% | +8.6% | -9.1% | -0.9% |
| 30D | -10.1% | +3.8% | -13.9% | -10.3% |
| 3M | -11.7% | -19.9% | +8.2% | -10.9% |
| 6M | +40.1% | -12.1% | +52.2% | +40.4% |
| YTD | +43.8% | -14.1% | +57.8% | +44.0% |
| 1Y | +66.6% | +15.9% | +50.8% | +64.4% |
| 3Y | +108.5% | +417.8% | -309.3% | +83.6% |
| All | +108.5% | +436.9% | -328.4% | +83.6% |
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