+9.1%
CARR vs ECHO
+257.7%
-248.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.3% |
| 7D | -4.1% | +2.3% | -6.4% | -4.3% |
| 30D | -11.0% | +4.4% | -15.4% | -11.3% |
| 3M | -16.4% | -20.3% | +3.9% | -15.0% |
| 6M | -2.4% | -15.3% | +13.0% | -1.4% |
| YTD | +8.4% | -15.5% | +23.9% | +9.2% |
| 1Y | -8.0% | +15.0% | -23.0% | -9.8% |
| 3Y | +0.6% | +409.1% | -408.6% | -20.1% |
| All | +9.1% | +257.7% | -248.6% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling