+598.5%
CEG vs ECHO
+300.5%
+298.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +3.1% |
| 7D | +17.8% | +9.1% | +8.7% | +17.0% |
| 30D | -4.5% | +7.2% | -11.7% | -5.1% |
| 3M | +1.5% | +6.1% | -4.6% | +1.0% |
| 6M | -3.5% | -24.2% | +20.6% | -1.9% |
| YTD | -19.7% | -9.7% | -10.0% | -19.8% |
| 1Y | -19.8% | +40.9% | -60.7% | -22.6% |
| 3Y | +136.4% | +883.3% | -746.8% | +84.6% |
| All | +598.5% | +300.5% | +298.0% | +525.3% |
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 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