+362.0%
CRH vs ECHO
+223.8%
+138.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -4.8% | +2.3% | -7.1% | -5.4% |
| 30D | -13.1% | +4.4% | -17.5% | -14.2% |
| 3M | -12.0% | -20.3% | +8.3% | -7.8% |
| 6M | -16.9% | -15.3% | -1.5% | -15.1% |
| YTD | -29.0% | -15.5% | -13.5% | -27.9% |
| 1Y | -20.3% | +15.0% | -35.3% | -25.8% |
| 3Y | +69.2% | +409.1% | -339.9% | -23.6% |
| 5Y | +94.6% | +260.6% | -166.0% | -3.0% |
| 10Y | +250.3% | +193.0% | +57.3% | +78.8% |
| All | +362.0% | +223.8% | +138.2% | +77.8% |
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