+76.6%
CB vs ECHO
+423.0%
-346.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +3.4% | -2.9% | +0.5% |
| 30D | -3.1% | +2.4% | -5.5% | -3.1% |
| 3M | +9.0% | -28.0% | +36.9% | +8.8% |
| 6M | +2.9% | -21.2% | +24.1% | +2.7% |
| YTD | +10.1% | -17.4% | +27.5% | +10.0% |
| 1Y | +22.8% | +33.6% | -10.8% | +22.6% |
| All | +76.6% | +423.0% | -346.4% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling