+541.7%
CSCO vs ECHO
+216.6%
+325.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | +3.4% | -4.1% | -1.2% |
| 30D | -10.1% | +2.4% | -12.5% | -10.5% |
| 3M | -15.7% | -28.0% | +12.3% | -11.2% |
| 6M | +36.3% | -21.2% | +57.5% | +40.0% |
| YTD | +43.8% | -17.4% | +61.2% | +45.7% |
| 1Y | +63.9% | +33.6% | +30.3% | +51.2% |
| 3Y | +104.4% | +419.7% | -315.3% | +18.1% |
| 5Y | +111.4% | +241.7% | -130.4% | +32.9% |
| 10Y | +361.7% | +180.8% | +180.9% | +192.7% |
| All | +541.7% | +216.6% | +325.1% | +216.5% |
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