-45.0%
CMCSA vs ECHO
+255.2%
-300.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.8% |
| 7D | +0.1% | +8.6% | -8.5% | -0.4% |
| 30D | +3.8% | +3.8% | +0.1% | +3.6% |
| 3M | +12.3% | -19.9% | +32.2% | +13.5% |
| 6M | -15.4% | -12.1% | -3.3% | -15.2% |
| YTD | -2.5% | -14.1% | +11.6% | -2.4% |
| 1Y | -13.4% | +15.9% | -29.2% | -15.1% |
| 3Y | -30.4% | +417.8% | -448.2% | -42.7% |
| 5Y | -45.0% | +259.3% | -304.3% | -52.4% |
| All | -45.0% | +255.2% | -300.2% | -52.4% |
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 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