-7.6%
CMG vs ECHO
+405.9%
-413.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.5% |
| 7D | -6.5% | +5.3% | -11.8% | -6.6% |
| 30D | +12.1% | +2.4% | +9.7% | +12.0% |
| 3M | +20.6% | -21.8% | +42.4% | +21.4% |
| 6M | +2.1% | -16.9% | +19.0% | +2.4% |
| YTD | -2.6% | -16.0% | +13.4% | -2.4% |
| 1Y | -8.7% | +9.3% | -18.0% | -9.2% |
| All | -7.6% | +405.9% | -413.5% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling