+322.2%
CME vs ECHO
+216.6%
+105.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +3.4% | -5.0% | -2.0% |
| 30D | +6.2% | +2.4% | +3.9% | +5.8% |
| 3M | +10.4% | -28.0% | +38.4% | +14.9% |
| 6M | -9.5% | -21.2% | +11.7% | -7.7% |
| YTD | +6.0% | -17.4% | +23.4% | +6.9% |
| 1Y | +9.3% | +33.6% | -24.3% | +1.7% |
| 3Y | +57.7% | +419.7% | -362.0% | -4.4% |
| 5Y | +77.7% | +241.7% | -164.0% | +16.8% |
| 10Y | +281.2% | +180.8% | +100.5% | +147.0% |
| All | +322.2% | +216.6% | +105.6% | +106.9% |
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 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