+11.8%
CRM vs ECHO
+416.0%
-404.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.9% |
| 7D | -4.4% | +3.7% | -8.2% | -4.6% |
| 30D | +28.1% | +0.7% | +27.4% | +28.1% |
| 3M | +48.8% | -27.3% | +76.1% | +50.5% |
| 6M | +28.3% | -17.0% | +45.2% | +28.7% |
| YTD | -6.0% | -14.3% | +8.3% | -5.8% |
| 1Y | +1.4% | +20.9% | -19.5% | +0.2% |
| 3Y | +11.8% | +423.0% | -411.1% | +1.0% |
| All | +11.8% | +416.0% | -404.2% | +1.0% |
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