+1,160.0%
CMG vs ECHO
+229.4%
+930.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.6% |
| 7D | -1.5% | +8.6% | -10.0% | -2.6% |
| 30D | +12.7% | +3.8% | +9.0% | +12.1% |
| 3M | +26.3% | -19.9% | +46.2% | +29.5% |
| 6M | +4.5% | -12.1% | +16.6% | +5.1% |
| YTD | -0.1% | -14.1% | +13.9% | +0.4% |
| 1Y | -6.8% | +15.9% | -22.6% | -10.6% |
| 3Y | -5.0% | +417.8% | -422.8% | -39.4% |
| 5Y | -3.0% | +259.3% | -262.3% | -34.1% |
| 10Y | +323.6% | +192.7% | +130.8% | +186.9% |
| All | +1,160.0% | +229.4% | +930.6% | +566.3% |
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