+436.5%
CARR vs ECHO
+252.9%
+183.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.5% |
| 7D | +3.2% | +8.6% | -5.3% | +2.2% |
| 30D | -7.7% | +3.8% | -11.4% | -8.1% |
| 3M | -11.9% | -19.9% | +8.0% | -9.9% |
| 6M | +2.0% | -12.1% | +14.1% | +2.9% |
| YTD | +13.2% | -14.1% | +27.2% | +14.0% |
| 1Y | -8.5% | +15.9% | -24.4% | -11.3% |
| 3Y | +5.0% | +417.8% | -412.9% | -26.4% |
| 5Y | +12.0% | +259.3% | -247.3% | -15.4% |
| All | +436.5% | +252.9% | +183.5% | +333.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling