+56.1%
CDE vs ECHO
+197.5%
-141.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -3.1% | +3.7% | -6.8% | -3.8% |
| 30D | +9.5% | +0.7% | +8.8% | +9.2% |
| 3M | +25.5% | -27.3% | +52.8% | +33.1% |
| 6M | -7.9% | -17.0% | +9.1% | -4.7% |
| YTD | +15.6% | -14.3% | +29.9% | +18.9% |
| 1Y | +34.0% | +20.9% | +13.1% | +29.4% |
| 3Y | +791.9% | +423.0% | +368.9% | +430.6% |
| 5Y | +197.7% | +265.7% | -68.0% | +92.8% |
| All | +56.1% | +197.5% | -141.4% | +11.1% |
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 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