-7.6%
CTSH vs ECHO
+34.5%
-42.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.3% | +2.9% |
| 7D | -0.9% | +4.6% | -5.5% | -0.6% |
| 30D | +13.1% | +0.4% | +12.7% | +13.4% |
| 3M | +17.9% | +7.7% | +10.2% | +18.3% |
| 6M | +28.5% | -18.0% | +46.5% | +30.1% |
| YTD | -19.3% | -9.3% | -10.0% | -19.6% |
| 1Y | -7.6% | +34.2% | -41.8% | -11.2% |
| All | -7.6% | +34.5% | -42.1% | -11.2% |
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