+365.5%
CMCSA vs ECHO
+252.6%
+112.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.1% |
| 7D | +3.2% | +5.7% | -2.5% | +2.2% |
| 30D | +19.5% | +13.8% | +5.7% | +16.5% |
| 3M | -2.4% | +9.1% | -11.5% | -4.4% |
| 6M | +3.8% | -24.9% | +28.8% | +7.3% |
| YTD | -5.4% | -8.0% | +2.6% | -6.7% |
| 1Y | +1.1% | +42.9% | -41.8% | -8.1% |
| 3Y | -27.1% | +926.7% | -953.8% | -65.0% |
| 5Y | -40.3% | +230.4% | -270.6% | -61.7% |
| 10Y | +6.0% | +145.9% | -139.9% | -29.5% |
| All | +365.5% | +252.6% | +112.9% | +122.0% |
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