+326.0%
CAT vs ECHO
+242.1%
+83.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +3.4% | -1.7% | +1.4% |
| 30D | -6.6% | +2.4% | -8.9% | -6.8% |
| 3M | -13.3% | -28.0% | +14.7% | -11.1% |
| 6M | +11.6% | -21.2% | +32.9% | +13.3% |
| YTD | +42.9% | -17.4% | +60.3% | +44.2% |
| 1Y | +95.4% | +33.6% | +61.8% | +89.0% |
| 3Y | +196.6% | +419.7% | -223.1% | +131.2% |
| All | +326.0% | +242.1% | +83.9% | +253.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling