+427.3%
CSX vs ECHO
+155.0%
+272.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.6% | -5.2% |
| 7D | -5.5% | -2.4% | -3.1% | -5.3% |
| 30D | +4.9% | -3.1% | +8.1% | +5.1% |
| 3M | -2.9% | +8.7% | -11.6% | -4.0% |
| 6M | +8.3% | -24.8% | +33.1% | +10.8% |
| YTD | +36.7% | -13.0% | +49.7% | +36.7% |
| 1Y | +41.5% | +33.9% | +7.6% | +34.5% |
| 3Y | +68.6% | +791.8% | -723.2% | +3.1% |
| 5Y | +48.4% | +261.7% | -213.3% | +10.4% |
| All | +427.3% | +155.0% | +272.3% | +287.4% |
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