+192.7%
ECHO vs CDW
+263.0%
-70.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.2% | +9.2% | +5.9% |
| 7D | +8.6% | -3.9% | +12.4% | +10.0% |
| 30D | +3.8% | +6.9% | -3.1% | +0.8% |
| 3M | -19.9% | +7.7% | -27.6% | -23.2% |
| 6M | -12.1% | +18.3% | -30.4% | -21.7% |
| YTD | -14.1% | +7.8% | -21.8% | -20.8% |
| 1Y | +15.9% | -12.2% | +28.0% | +16.8% |
| 3Y | +417.8% | -28.9% | +446.8% | +464.9% |
| 5Y | +259.3% | -22.8% | +282.1% | +267.7% |
| 10Y | +192.7% | +266.1% | -73.3% | +62.2% |
| All | +192.7% | +263.0% | -70.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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