+37.8%
CTSH vs ECHO
+168.8%
-131.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.9% | -8.7% | -2.4% |
| 7D | -2.3% | +3.0% | -5.3% | -2.7% |
| 30D | +7.4% | +6.7% | +0.7% | +6.4% |
| 3M | +10.9% | +12.4% | -1.5% | +9.0% |
| 6M | +24.7% | -20.4% | +45.1% | +26.5% |
| YTD | -22.0% | -6.9% | -15.1% | -22.8% |
| 1Y | -11.2% | +37.7% | -48.9% | -16.1% |
| 3Y | +3.9% | +902.9% | -899.0% | -38.1% |
| 5Y | -13.9% | +275.3% | -289.3% | -36.2% |
| 10Y | +37.8% | +159.0% | -121.2% | +16.9% |
| All | +37.8% | +168.8% | -131.0% | +16.9% |
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