-19.8%
CEG vs ECHO
+37.1%
-56.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +3.3% |
| 7D | +17.8% | +9.1% | +8.7% | +16.4% |
| 30D | -4.5% | +7.2% | -11.7% | -5.4% |
| 3M | +1.5% | +6.1% | -4.6% | +0.8% |
| 6M | -3.5% | -24.2% | +20.6% | -3.2% |
| YTD | -19.7% | -9.7% | -10.0% | -20.8% |
| 1Y | -19.8% | +40.9% | -60.7% | -19.5% |
| All | -19.8% | +37.1% | -56.9% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling