+1,323.0%
CSX vs ECHO
+216.6%
+1,106.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -3.4% | +3.4% | -6.8% | -4.0% |
| 30D | -3.1% | +2.4% | -5.4% | -3.6% |
| 3M | +7.2% | -28.0% | +35.1% | +13.1% |
| 6M | +16.2% | -21.2% | +37.4% | +19.6% |
| YTD | +37.5% | -17.4% | +54.9% | +39.3% |
| 1Y | +53.2% | +33.6% | +19.6% | +39.7% |
| 3Y | +68.2% | +419.7% | -351.4% | -11.9% |
| 5Y | +65.2% | +241.7% | -176.5% | -4.5% |
| 10Y | +504.1% | +180.8% | +323.4% | +252.6% |
| All | +1,323.0% | +216.6% | +1,106.4% | +482.8% |
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 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