-56.6%
CDE vs ECHO
+222.0%
-278.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.2% |
| 7D | -2.0% | +5.3% | -7.3% | -3.4% |
| 30D | +15.7% | +2.4% | +13.3% | +14.8% |
| 3M | +30.5% | -21.8% | +52.3% | +38.7% |
| 6M | -7.4% | -16.9% | +9.5% | -3.2% |
| YTD | +17.9% | -16.0% | +33.9% | +22.8% |
| 1Y | +46.7% | +9.3% | +37.4% | +41.9% |
| 3Y | +851.3% | +406.2% | +445.1% | +355.2% |
| 5Y | +202.9% | +251.0% | -48.0% | +61.5% |
| 10Y | +58.2% | +191.3% | -133.1% | -17.3% |
| All | -56.6% | +222.0% | -278.5% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling