+700.3%
CAT vs ECHO
+155.6%
+544.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.2% |
| 7D | +1.7% | +3.6% | -1.9% | +1.2% |
| 30D | -24.6% | +7.5% | -32.0% | -25.5% |
| 3M | -28.5% | +16.2% | -44.7% | -30.3% |
| 6M | -34.8% | -20.9% | -14.0% | -33.0% |
| YTD | +5.9% | -6.0% | +11.9% | +5.2% |
| 1Y | +6.8% | +43.4% | -36.5% | -0.9% |
| 3Y | +161.1% | +924.0% | -763.0% | +30.3% |
| 5Y | +213.4% | +249.6% | -36.2% | +117.2% |
| 10Y | +700.3% | +151.3% | +549.1% | +512.0% |
| All | +700.3% | +155.6% | +544.7% | +512.0% |
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