-10.8%
CTSH vs ECHO
+40.1%
-51.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +3.4% | -6.1% | -2.7% |
| 30D | +12.4% | +2.4% | +10.0% | +12.3% |
| 3M | +17.4% | -28.0% | +45.3% | +18.7% |
| 6M | -3.1% | -21.2% | +18.2% | -3.0% |
| YTD | -23.6% | -17.4% | -6.2% | -23.6% |
| 1Y | -10.8% | +33.6% | -44.4% | -11.8% |
| All | -10.8% | +40.1% | -51.0% | -11.8% |
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