-12.1%
CTSH vs ECHO
+260.3%
-272.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -8.0% | -3.0% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | +13.4% | -3.1% | +16.5% | +13.4% |
| 3M | +14.4% | +8.7% | +5.7% | +13.6% |
| 6M | +27.7% | -24.8% | +52.5% | +29.3% |
| YTD | -20.6% | -13.0% | -7.7% | -20.7% |
| 1Y | -9.1% | +33.9% | -43.1% | -11.8% |
| 3Y | +3.1% | +791.8% | -788.7% | -22.4% |
| All | -12.1% | +260.3% | -272.4% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling