+5.8%
CAT vs ECHO
+36.9%
-31.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.9% | +0.3% | +5.8% |
| 7D | -2.4% | +3.0% | -5.4% | -3.0% |
| 30D | -25.0% | +6.7% | -31.7% | -26.0% |
| 3M | -28.7% | +12.4% | -41.1% | -30.3% |
| 6M | -33.0% | -20.4% | -12.6% | -32.2% |
| YTD | +5.4% | -6.9% | +12.3% | +2.0% |
| All | +5.8% | +36.9% | -31.1% | +0.7% |
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