+518.2%
CEG vs ECHO
+286.2%
+232.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.2% | -0.9% | +3.9% |
| 7D | -4.7% | -2.4% | -2.3% | -4.5% |
| 30D | -16.6% | -3.1% | -13.4% | -16.4% |
| 3M | -4.1% | +8.7% | -12.8% | -4.7% |
| 6M | -22.3% | -24.8% | +2.4% | -21.0% |
| YTD | -28.9% | -13.0% | -16.0% | -28.8% |
| 1Y | -28.5% | +33.9% | -62.4% | -30.7% |
| 3Y | +104.3% | +791.8% | -687.5% | +61.1% |
| All | +518.2% | +286.2% | +232.0% | +455.1% |
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 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