+6.0%
CMCSA vs ECHO
+193.4%
-187.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -5.6% | +2.3% | -7.8% | -5.8% |
| 30D | -1.9% | +4.4% | -6.3% | -2.3% |
| 3M | +6.4% | -20.3% | +26.7% | +8.5% |
| 6M | -16.9% | -15.3% | -1.6% | -16.2% |
| YTD | -6.8% | -15.5% | +8.7% | -6.4% |
| 1Y | -15.9% | +15.0% | -30.9% | -18.7% |
| 3Y | -33.4% | +409.1% | -442.6% | -53.1% |
| 5Y | -46.7% | +260.6% | -307.3% | -60.2% |
| All | +6.0% | +193.4% | -187.4% | -12.4% |
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