+361.3%
CME vs ECHO
+233.6%
+127.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.7% | -1.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.1% |
| 30D | +13.2% | -3.1% | +16.3% | +13.3% |
| 3M | +16.3% | +8.7% | +7.5% | +14.4% |
| 6M | +7.1% | -24.8% | +31.9% | +10.1% |
| YTD | +15.8% | -13.0% | +28.8% | +15.5% |
| 1Y | +17.1% | +33.9% | -16.9% | +9.1% |
| 3Y | +63.2% | +791.8% | -728.6% | -12.2% |
| 5Y | +70.2% | +261.7% | -191.5% | +10.8% |
| 10Y | +337.0% | +157.3% | +179.7% | +196.5% |
| All | +361.3% | +233.6% | +127.7% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling