+409.0%
CSX vs ECHO
+163.9%
+245.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.9% |
| 7D | +0.7% | +2.2% | -1.5% | +0.4% |
| 30D | +8.1% | +9.8% | -1.7% | +6.8% |
| 3M | +2.2% | +16.8% | -14.6% | +0.2% |
| 6M | +14.6% | -18.1% | +32.7% | +16.1% |
| YTD | +42.2% | -4.2% | +46.4% | +40.7% |
| 1Y | +47.3% | +41.2% | +6.1% | +39.3% |
| 3Y | +73.5% | +943.7% | -870.2% | +3.7% |
| 5Y | +54.1% | +277.5% | -223.4% | +16.0% |
| 10Y | +409.0% | +159.8% | +249.2% | +303.7% |
| All | +409.0% | +163.9% | +245.1% | +303.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling