+63.6%
CVS vs ECHO
+436.9%
-373.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.8% |
| 7D | -1.6% | +8.6% | -10.1% | -1.9% |
| 30D | +0.4% | +3.8% | -3.4% | +0.2% |
| 3M | -0.4% | -19.9% | +19.5% | +0.2% |
| 6M | +25.1% | -12.1% | +37.2% | +25.5% |
| YTD | +23.9% | -14.1% | +37.9% | +24.1% |
| 1Y | +41.1% | +15.9% | +25.2% | +39.6% |
| 3Y | +63.6% | +417.8% | -354.2% | +49.8% |
| All | +63.6% | +436.9% | -373.3% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling