+379.7%
CMCSA vs ECHO
+229.4%
+150.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.3% |
| 7D | +0.1% | +8.6% | -8.5% | -1.3% |
| 30D | +3.8% | +3.8% | +0.1% | +3.1% |
| 3M | +12.3% | -19.9% | +32.2% | +15.7% |
| 6M | -15.4% | -12.1% | -3.3% | -14.8% |
| YTD | -2.5% | -14.1% | +11.6% | -2.2% |
| 1Y | -13.4% | +15.9% | -29.2% | -18.1% |
| 3Y | -30.4% | +417.8% | -448.2% | -60.1% |
| 5Y | -45.0% | +259.3% | -304.3% | -66.1% |
| 10Y | +10.2% | +192.7% | -182.6% | -31.9% |
| All | +379.7% | +229.4% | +150.3% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling