+421.5%
CARR vs ECHO
+251.9%
+169.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | -3.8% | +3.7% | -7.5% | -4.2% |
| 30D | -8.9% | +0.7% | -9.6% | -9.0% |
| 3M | -17.3% | -27.3% | +10.0% | -14.5% |
| 6M | -1.4% | -17.0% | +15.6% | +0.1% |
| YTD | +10.0% | -14.3% | +24.3% | +10.8% |
| 1Y | -6.4% | +20.9% | -27.2% | -9.6% |
| 3Y | +1.5% | +423.0% | -421.4% | -29.0% |
| 5Y | +9.3% | +265.7% | -256.4% | -18.0% |
| All | +421.5% | +251.9% | +169.6% | +321.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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