+189.0%
CDE vs ECHO
+262.7%
-73.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -3.1% | +3.7% | -6.8% | -3.7% |
| 30D | +9.5% | +0.7% | +8.8% | +9.3% |
| 3M | +25.5% | -27.3% | +52.8% | +31.9% |
| 6M | -7.9% | -17.0% | +9.1% | -5.1% |
| YTD | +15.6% | -14.3% | +29.9% | +18.5% |
| 1Y | +34.0% | +20.9% | +13.1% | +30.8% |
| 3Y | +791.9% | +423.0% | +368.9% | +483.8% |
| All | +189.0% | +262.7% | -73.7% | +100.8% |
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