+79.1%
CME vs ECHO
+242.1%
-163.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +3.4% | -5.0% | -1.6% |
| 30D | +6.2% | +2.4% | +3.9% | +6.2% |
| 3M | +10.4% | -28.0% | +38.4% | +10.6% |
| 6M | -9.5% | -21.2% | +11.7% | -9.4% |
| YTD | +6.0% | -17.4% | +23.4% | +6.1% |
| 1Y | +9.3% | +33.6% | -24.3% | +8.9% |
| 3Y | +57.7% | +419.7% | -362.0% | +52.9% |
| All | +79.1% | +242.1% | -163.0% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling