+781.5%
CDE vs ECHO
+408.9%
+372.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -6.1% | +2.3% | -8.3% | -6.4% |
| 30D | +9.5% | +4.4% | +5.1% | +8.8% |
| 3M | +32.0% | -20.3% | +52.3% | +35.7% |
| 6M | -12.8% | -15.3% | +2.6% | -10.8% |
| YTD | +14.2% | -15.5% | +29.7% | +16.9% |
| 1Y | +36.3% | +15.0% | +21.3% | +35.4% |
| All | +781.5% | +408.9% | +372.6% | +552.3% |
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 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