+183.8%
ECHO vs CDW
+903.1%
-719.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +3.4% | +3.2% | +0.2% | +2.2% |
| 30D | +2.4% | +9.3% | -6.9% | -1.3% |
| 3M | -28.0% | +9.8% | -37.7% | -31.3% |
| 6M | -21.2% | +23.3% | -44.6% | -30.7% |
| YTD | -17.4% | +13.7% | -31.0% | -25.2% |
| 1Y | +33.6% | -6.5% | +40.1% | +31.2% |
| 3Y | +419.7% | -25.2% | +444.9% | +454.3% |
| 5Y | +241.7% | -19.5% | +261.2% | +244.7% |
| 10Y | +180.8% | +285.8% | -105.1% | +47.6% |
| All | +183.8% | +903.1% | -719.3% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling