+361.2%
CTSH vs ECHO
+233.6%
+127.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -8.0% | -3.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | +13.4% | -3.1% | +16.5% | +13.3% |
| 3M | +14.4% | +8.7% | +5.7% | +11.4% |
| 6M | +27.7% | -24.8% | +52.5% | +32.3% |
| YTD | -20.6% | -13.0% | -7.7% | -21.3% |
| 1Y | -9.1% | +33.9% | -43.1% | -18.1% |
| 3Y | +3.1% | +791.8% | -788.7% | -56.3% |
| 5Y | -11.8% | +261.7% | -273.5% | -51.4% |
| 10Y | +42.7% | +157.3% | -114.6% | -16.9% |
| All | +361.2% | +233.6% | +127.6% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling