+216.8%
CB vs ECHO
+193.6%
+23.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -1.7% |
| 7D | -0.6% | +8.6% | -9.2% | -1.2% |
| 30D | -3.9% | +3.8% | -7.7% | -4.2% |
| 3M | +4.9% | -19.9% | +24.8% | +6.3% |
| 6M | +3.3% | -12.1% | +15.3% | +3.4% |
| YTD | +8.5% | -14.1% | +22.6% | +8.5% |
| 1Y | +22.1% | +15.9% | +6.2% | +18.8% |
| 3Y | +70.1% | +417.8% | -347.7% | +28.3% |
| 5Y | +97.4% | +259.3% | -161.9% | +58.9% |
| 10Y | +216.8% | +192.7% | +24.1% | +161.5% |
| All | +216.8% | +193.6% | +23.3% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling