+1,548.2%
CRM vs ECHO
+222.0%
+1,326.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.6% |
| 7D | -5.0% | +5.3% | -10.3% | -5.9% |
| 30D | +23.6% | +2.4% | +21.2% | +22.9% |
| 3M | +39.6% | -21.8% | +61.4% | +45.0% |
| 6M | +23.4% | -16.9% | +40.4% | +25.2% |
| YTD | -7.4% | -16.0% | +8.6% | -6.7% |
| 1Y | -2.3% | +9.3% | -11.6% | -7.0% |
| 3Y | +10.5% | +406.2% | -395.7% | -41.1% |
| 5Y | -4.7% | +251.0% | -255.7% | -44.7% |
| 10Y | +234.7% | +191.3% | +43.5% | +89.6% |
| All | +1,548.2% | +222.0% | +1,326.2% | +638.5% |
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