+40.0%
CVS vs ECHO
+197.5%
-157.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -2.2% | +3.7% | -5.9% | -2.5% |
| 30D | -0.1% | +0.7% | -0.8% | -0.2% |
| 3M | -5.2% | -27.3% | +22.1% | -2.7% |
| 6M | +26.9% | -17.0% | +43.9% | +28.2% |
| YTD | +22.1% | -14.3% | +36.4% | +22.5% |
| 1Y | +30.8% | +20.9% | +9.9% | +26.8% |
| 3Y | +54.4% | +423.0% | -368.6% | +15.8% |
| 5Y | +33.4% | +265.7% | -232.3% | +5.3% |
| All | +40.0% | +197.5% | -157.5% | +18.4% |
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