-41.1%
CMCSA vs ECHO
+238.8%
-280.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.7% |
| 7D | -0.6% | +9.1% | -9.7% | -1.1% |
| 30D | +18.8% | +7.2% | +11.6% | +18.2% |
| 3M | -1.1% | +6.1% | -7.2% | -1.6% |
| 6M | +2.5% | -24.2% | +26.7% | +3.7% |
| YTD | -6.7% | -9.7% | +3.0% | -7.0% |
| 1Y | 0.0% | +40.9% | -41.0% | -3.2% |
| 3Y | -28.9% | +883.3% | -912.2% | -46.2% |
| 5Y | -41.1% | +224.2% | -265.3% | -45.8% |
| All | -41.1% | +238.8% | -280.0% | -45.8% |
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