+8.6%
CME vs ECHO
+9.3%
-0.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.3% |
| 7D | -1.1% | +5.3% | -6.4% | -1.0% |
| 30D | +4.2% | +2.4% | +1.8% | +4.3% |
| 3M | +7.3% | -21.8% | +29.1% | +7.1% |
| 6M | -11.4% | -16.9% | +5.5% | -11.3% |
| YTD | +3.5% | -16.0% | +19.5% | +4.0% |
| 1Y | +8.6% | +9.3% | -0.7% | +9.4% |
| All | +8.6% | +9.3% | -0.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling