+35.7%
CTSH vs ECHO
+139.8%
-104.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.7% |
| 7D | -4.2% | +9.1% | -13.3% | -5.1% |
| 30D | +3.9% | +7.2% | -3.2% | +2.9% |
| 3M | +10.2% | +6.1% | +4.1% | +9.0% |
| 6M | +35.3% | -24.2% | +59.4% | +38.0% |
| YTD | -21.8% | -9.7% | -12.1% | -22.3% |
| 1Y | -12.1% | +40.9% | -53.1% | -17.3% |
| 3Y | +2.0% | +883.3% | -881.2% | -39.1% |
| 5Y | -15.3% | +224.2% | -239.5% | -34.5% |
| All | +35.7% | +139.8% | -104.1% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling