+96.3%
CAT vs ECHO
+14.6%
+81.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.5% |
| 7D | +5.6% | +8.6% | -3.0% | +4.3% |
| 30D | -2.3% | +3.8% | -6.1% | -2.8% |
| 3M | -10.0% | -19.9% | +9.9% | -8.5% |
| 6M | +21.2% | -12.1% | +33.3% | +21.7% |
| YTD | +44.4% | -14.1% | +58.5% | +44.0% |
| 1Y | +96.3% | +15.9% | +80.4% | +95.5% |
| All | +96.3% | +14.6% | +81.7% | +95.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling