+1,126.0%
CAT vs ECHO
+193.6%
+932.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.4% |
| 7D | +5.6% | +8.6% | -3.0% | +4.2% |
| 30D | -2.3% | +3.8% | -6.1% | -2.9% |
| 3M | -10.0% | -19.9% | +9.9% | -7.2% |
| 6M | +21.2% | -12.1% | +33.3% | +22.5% |
| YTD | +44.4% | -14.1% | +58.5% | +45.7% |
| 1Y | +96.3% | +15.9% | +80.4% | +88.0% |
| 3Y | +203.9% | +417.8% | -213.9% | +82.6% |
| 5Y | +333.5% | +259.3% | +74.2% | +186.2% |
| 10Y | +1,126.0% | +192.7% | +933.3% | +750.6% |
| All | +1,126.0% | +193.6% | +932.5% | +750.6% |
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 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