+1,399.0%
CSX vs ECHO
+247.7%
+1,151.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.2% |
| 7D | +0.1% | +4.6% | -4.4% | -0.8% |
| 30D | +9.7% | +0.4% | +9.3% | +9.2% |
| 3M | +2.3% | +7.7% | -5.4% | +0.3% |
| 6M | +17.1% | -18.0% | +35.1% | +19.6% |
| YTD | +44.9% | -9.3% | +54.2% | +43.5% |
| 1Y | +47.1% | +34.2% | +12.9% | +34.4% |
| 3Y | +78.6% | +538.7% | -460.2% | -11.5% |
| 5Y | +57.2% | +279.9% | -222.7% | -11.1% |
| 10Y | +479.2% | +168.2% | +311.0% | +251.8% |
| All | +1,399.0% | +247.7% | +1,151.3% | +500.3% |
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