+213.9%
CAT vs ECHO
+227.9%
-13.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | +7.4% | +5.7% | +1.8% | +6.9% |
| 30D | -19.7% | +13.8% | -33.5% | -20.7% |
| 3M | -29.6% | +9.1% | -38.7% | -30.2% |
| 6M | -33.2% | -24.9% | -8.3% | -31.9% |
| YTD | +5.7% | -8.0% | +13.7% | +5.5% |
| 1Y | +9.3% | +42.9% | -33.5% | +5.2% |
| 3Y | +158.3% | +926.7% | -768.4% | +79.3% |
| All | +213.9% | +227.9% | -13.9% | +174.2% |
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