+278.8%
CME vs ECHO
+187.5%
+91.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.1% |
| 7D | -1.1% | +5.3% | -6.4% | -1.4% |
| 30D | +4.2% | +2.4% | +1.8% | +4.0% |
| 3M | +7.3% | -21.8% | +29.1% | +8.6% |
| 6M | -11.4% | -16.9% | +5.5% | -10.9% |
| YTD | +3.5% | -16.0% | +19.5% | +3.8% |
| 1Y | +8.6% | +9.3% | -0.7% | +6.9% |
| 3Y | +51.6% | +406.2% | -354.6% | +22.9% |
| 5Y | +75.3% | +251.0% | -175.7% | +49.6% |
| 10Y | +278.8% | +191.3% | +87.6% | +228.4% |
| All | +278.8% | +187.5% | +91.3% | +228.4% |
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 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