+199.0%
ECHO vs CDW
+933.5%
-734.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +5.5% |
| 7D | -2.4% | +2.1% | -4.5% | -3.5% |
| 30D | -3.1% | +14.7% | -17.9% | -8.6% |
| 3M | +8.7% | +11.1% | -2.4% | +2.9% |
| 6M | -24.8% | +45.6% | -70.3% | -37.0% |
| YTD | -13.0% | +17.1% | -30.0% | -23.0% |
| 1Y | +33.9% | +13.2% | +20.8% | +20.3% |
| 3Y | +791.8% | -22.2% | +814.0% | +826.4% |
| 5Y | +261.7% | -10.1% | +271.8% | +245.0% |
| 10Y | +157.3% | +307.0% | -149.7% | +31.1% |
| All | +199.0% | +933.5% | -734.5% | +28.6% |
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