+234.6%
ECHO vs CDW
-4.0%
+238.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +5.7% | +9.3% | -3.6% | +3.4% |
| 30D | +13.8% | +14.4% | -0.5% | +9.7% |
| 3M | +9.1% | +21.4% | -12.3% | +2.8% |
| 6M | -24.9% | +72.8% | -97.7% | -37.4% |
| YTD | -8.0% | +28.0% | -36.0% | -17.5% |
| 1Y | +42.9% | +19.3% | +23.5% | +32.3% |
| 3Y | +926.7% | -15.3% | +942.0% | +984.3% |
| All | +234.6% | -4.0% | +238.5% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling