+15.3%
CVS vs ECHO
+37.1%
-21.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.5% |
| 7D | +10.4% | +9.1% | +1.3% | +10.0% |
| 30D | +3.3% | +7.2% | -3.9% | +3.1% |
| 3M | -4.5% | +6.1% | -10.6% | -4.7% |
| 6M | -4.4% | -24.2% | +19.8% | -3.5% |
| YTD | +16.6% | -9.7% | +26.3% | +15.0% |
| 1Y | +15.3% | +40.9% | -25.6% | +8.6% |
| All | +15.3% | +37.1% | -21.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling