+288.0%
CME vs ECHO
+163.9%
+124.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.4% |
| 7D | +1.7% | +2.2% | -0.5% | +1.5% |
| 30D | +10.2% | +9.8% | +0.3% | +9.5% |
| 3M | +17.8% | +16.8% | +0.9% | +16.6% |
| 6M | +11.0% | -18.1% | +29.1% | +11.8% |
| YTD | +17.0% | -4.2% | +21.2% | +16.4% |
| 1Y | +15.8% | +41.2% | -25.4% | +12.3% |
| 3Y | +61.8% | +943.7% | -881.9% | +19.8% |
| 5Y | +72.5% | +277.5% | -205.0% | +49.2% |
| 10Y | +288.0% | +159.8% | +128.2% | +249.5% |
| All | +288.0% | +163.9% | +124.1% | +249.5% |
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