+303.4%
CME vs ECHO
+144.4%
+159.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +3.9% | +5.7% | -1.7% | +3.6% |
| 30D | +11.3% | +13.8% | -2.5% | +10.5% |
| 3M | +19.6% | +9.1% | +10.5% | +18.8% |
| 6M | +8.1% | -24.9% | +33.0% | +9.4% |
| YTD | +20.4% | -8.0% | +28.4% | +20.0% |
| 1Y | +16.5% | +42.9% | -26.4% | +12.9% |
| 3Y | +66.4% | +926.7% | -860.2% | +22.9% |
| 5Y | +74.5% | +230.4% | -155.9% | +55.1% |
| All | +303.4% | +144.4% | +159.0% | +264.6% |
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 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