+192.5%
ECHO vs CGNX
+193.6%
-1.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.3% |
| 7D | +3.7% | +3.2% | +0.6% | +2.8% |
| 30D | +0.7% | +6.0% | -5.3% | -1.0% |
| 3M | -27.3% | +3.5% | -30.9% | -28.6% |
| 6M | -17.0% | +26.3% | -43.3% | -23.0% |
| YTD | -14.3% | +79.2% | -93.6% | -29.3% |
| 1Y | +20.9% | +43.8% | -22.9% | +5.2% |
| 3Y | +423.0% | +52.0% | +371.0% | +332.5% |
| 5Y | +265.7% | -24.0% | +289.7% | +249.4% |
| All | +192.5% | +193.6% | -1.2% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling