-21.8%
CRH vs ECHO
+17.8%
-39.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -6.1% | +3.7% | -9.8% | -6.5% |
| 30D | -9.3% | +0.7% | -10.0% | -9.4% |
| 3M | -15.2% | -27.3% | +12.1% | -11.1% |
| 6M | -14.2% | -17.0% | +2.8% | -12.9% |
| YTD | -28.3% | -14.3% | -13.9% | -28.5% |
| 1Y | -21.8% | +20.9% | -42.7% | -26.6% |
| All | -21.8% | +17.8% | -39.6% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling