-69.0%
CPNG vs ECHO
+237.1%
-306.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -7.4% | +3.4% | -10.9% | -7.8% |
| 30D | -4.4% | +2.4% | -6.8% | -4.7% |
| 3M | -7.5% | -28.0% | +20.5% | -4.7% |
| 6M | -19.9% | -21.2% | +1.3% | -18.5% |
| YTD | -35.2% | -17.4% | -17.8% | -34.4% |
| 1Y | -46.8% | +33.6% | -80.4% | -48.5% |
| 3Y | -20.2% | +419.7% | -439.8% | -37.9% |
| 5Y | -48.4% | +241.7% | -290.1% | -59.3% |
| All | -69.0% | +237.1% | -306.0% | -75.6% |
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