+33.6%
ECHO vs CGNX
+42.4%
-8.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | +3.4% | +3.0% | +0.4% | +2.9% |
| 30D | +2.4% | -11.8% | +14.2% | +4.4% |
| 3M | -28.0% | -3.6% | -24.3% | -27.8% |
| 6M | -21.2% | +17.4% | -38.6% | -23.6% |
| YTD | -17.4% | +73.7% | -91.1% | -24.4% |
| 1Y | +33.6% | +41.5% | -7.9% | +29.3% |
| All | +33.6% | +42.4% | -8.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling