+677.7%
CAT vs ECHO
+160.5%
+517.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.9% |
| 7D | -6.3% | +2.2% | -8.5% | -6.6% |
| 30D | -26.8% | +9.8% | -36.6% | -27.9% |
| 3M | -30.0% | +16.8% | -46.9% | -31.8% |
| 6M | -34.6% | -18.1% | -16.5% | -33.1% |
| YTD | +2.9% | -4.2% | +7.1% | +1.9% |
| 1Y | +3.3% | +41.2% | -38.0% | -4.0% |
| 3Y | +153.7% | +943.7% | -790.0% | +26.3% |
| 5Y | +207.3% | +277.5% | -70.2% | +106.7% |
| All | +677.7% | +160.5% | +517.2% | +492.9% |
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