+159.0%
ECHO vs CDW
+325.6%
-166.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.8% | +2.1% | +5.2% |
| 7D | +3.0% | +9.3% | -6.3% | -0.5% |
| 30D | +6.7% | +15.8% | -9.1% | +0.5% |
| 3M | +12.4% | +21.8% | -9.4% | +3.0% |
| 6M | -20.4% | +58.8% | -79.2% | -35.5% |
| YTD | -6.9% | +22.8% | -29.7% | -19.0% |
| 1Y | +37.7% | +17.9% | +19.8% | +22.0% |
| 3Y | +902.9% | -17.4% | +920.3% | +925.0% |
| 5Y | +275.3% | -5.7% | +281.1% | +252.0% |
| 10Y | +159.0% | +319.5% | -160.5% | +39.4% |
| All | +159.0% | +325.6% | -166.6% | +39.4% |
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