+107.8%
CB vs ECHO
+227.9%
-120.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | +2.9% | +5.7% | -2.7% | +2.9% |
| 30D | +7.3% | +13.8% | -6.5% | +7.1% |
| 3M | +9.4% | +9.1% | +0.3% | +9.3% |
| 6M | +19.6% | -24.9% | +44.6% | +20.1% |
| YTD | +21.5% | -8.0% | +29.5% | +21.3% |
| 1Y | +28.0% | +42.9% | -14.9% | +26.5% |
| 3Y | +74.9% | +926.7% | -851.8% | +51.8% |
| All | +107.8% | +227.9% | -120.1% | +119.1% |
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