+21.0%
CTSH vs ECHO
+187.5%
-166.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.6% |
| 7D | -8.2% | +5.3% | -13.5% | -8.7% |
| 30D | +0.4% | +2.4% | -2.0% | +0.1% |
| 3M | +10.6% | -21.8% | +32.4% | +13.1% |
| 6M | -8.8% | -16.9% | +8.1% | -8.0% |
| YTD | -28.6% | -16.0% | -12.6% | -28.3% |
| 1Y | -15.9% | +9.3% | -25.2% | -18.3% |
| 3Y | -13.9% | +406.2% | -420.1% | -40.3% |
| 5Y | -17.1% | +251.0% | -268.1% | -38.3% |
| 10Y | +21.0% | +191.3% | -170.2% | +8.6% |
| All | +21.0% | +187.5% | -166.5% | +8.6% |
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