+103.2%
CB vs ECHO
+260.3%
-157.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.8% |
| 7D | +0.2% | -2.4% | +2.6% | +0.3% |
| 30D | +9.1% | -3.1% | +12.2% | +9.1% |
| 3M | +3.4% | +8.7% | -5.3% | +3.3% |
| 6M | +14.1% | -24.8% | +38.8% | +14.5% |
| YTD | +18.0% | -13.0% | +31.0% | +17.9% |
| 1Y | +30.1% | +33.9% | -3.8% | +28.7% |
| 3Y | +71.8% | +791.8% | -720.0% | +50.8% |
| All | +103.2% | +260.3% | -157.1% | +98.3% |
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