+1,174.1%
CAT vs ECHO
+233.6%
+940.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | -0.3% |
| 7D | -10.3% | -2.4% | -7.9% | -9.8% |
| 30D | -31.2% | -3.1% | -28.1% | -30.8% |
| 3M | -34.7% | +8.7% | -43.4% | -36.1% |
| 6M | -39.5% | -24.8% | -14.7% | -36.2% |
| YTD | -1.7% | -13.0% | +11.3% | -1.0% |
| 1Y | -1.1% | +33.9% | -35.1% | -10.5% |
| 3Y | +143.9% | +791.8% | -647.9% | -3.5% |
| 5Y | +194.8% | +261.7% | -66.9% | +54.2% |
| 10Y | +739.8% | +157.3% | +582.5% | +381.6% |
| All | +1,174.1% | +233.6% | +940.5% | +379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling