-22.4%
CPNG vs ECHO
+408.9%
-431.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.4% | +2.3% | -7.7% | -5.6% |
| 30D | -11.1% | +4.4% | -15.5% | -11.4% |
| 3M | -3.0% | -20.3% | +17.3% | -1.5% |
| 6M | -23.5% | -15.3% | -8.2% | -22.8% |
| YTD | -37.8% | -15.5% | -22.3% | -37.3% |
| 1Y | -54.3% | +15.0% | -69.3% | -54.9% |
| All | -22.4% | +408.9% | -431.2% | -35.0% |
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