-51.1%
CPNG vs ECHO
+253.4%
-304.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.5% |
| 3M | -3.0% | -20.3% | +17.3% | -1.0% |
| 6M | -23.5% | -15.3% | -8.2% | -22.6% |
| YTD | -37.8% | -15.5% | -22.3% | -37.2% |
| 1Y | -54.3% | +15.0% | -69.3% | -55.3% |
| 3Y | -20.8% | +409.1% | -429.9% | -38.8% |
| 5Y | -51.1% | +260.6% | -311.7% | -62.4% |
| All | -51.1% | +253.4% | -304.5% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling