+61.2%
CVS vs ECHO
+139.8%
-78.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.7% |
| 7D | +10.4% | +9.1% | +1.3% | +9.5% |
| 30D | +3.3% | +7.2% | -3.9% | +2.5% |
| 3M | -4.5% | +6.1% | -10.6% | -5.2% |
| 6M | -4.4% | -24.2% | +19.8% | -2.6% |
| YTD | +16.6% | -9.7% | +26.3% | +16.2% |
| 1Y | +15.3% | +40.9% | -25.6% | +10.1% |
| 3Y | +48.6% | +883.3% | -834.7% | +0.4% |
| 5Y | +12.9% | +224.2% | -211.3% | -7.2% |
| All | +61.2% | +139.8% | -78.6% | +41.4% |
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