+74.5%
CSX vs ECHO
+842.2%
-767.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.9% | -4.2% | +2.6% |
| 7D | -2.2% | +3.0% | -5.2% | -2.3% |
| 30D | +6.8% | +6.7% | +0.1% | +6.6% |
| 3M | +0.7% | +12.4% | -11.7% | +0.3% |
| 6M | +13.3% | -20.4% | +33.7% | +13.8% |
| YTD | +40.5% | -6.9% | +47.4% | +40.3% |
| 1Y | +44.7% | +37.7% | +7.0% | +42.9% |
| 3Y | +74.5% | +902.9% | -828.4% | +57.6% |
| All | +74.5% | +842.2% | -767.7% | +57.6% |
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