+47.3%
CSX vs ECHO
+40.9%
+6.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +1.1% |
| 7D | +0.7% | +2.2% | -1.5% | +0.7% |
| 30D | +8.1% | +9.8% | -1.7% | +7.9% |
| 3M | +2.2% | +16.8% | -14.6% | +1.7% |
| 6M | +14.6% | -18.1% | +32.7% | +15.8% |
| YTD | +42.2% | -4.2% | +46.4% | +39.8% |
| 1Y | +47.3% | +41.2% | +6.1% | +41.8% |
| All | +47.3% | +40.9% | +6.4% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling