+248.8%
CVS vs ECHO
+252.6%
-3.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | +6.6% | +5.7% | +0.9% | +5.8% |
| 30D | -0.4% | +13.8% | -14.3% | -2.2% |
| 3M | -5.3% | +9.1% | -14.3% | -6.6% |
| 6M | -7.7% | -24.9% | +17.2% | -5.2% |
| YTD | +16.0% | -8.0% | +24.0% | +15.2% |
| 1Y | +16.2% | +42.9% | -26.7% | +8.7% |
| 3Y | +47.6% | +926.7% | -879.1% | -12.4% |
| 5Y | +12.3% | +230.4% | -218.0% | -18.1% |
| 10Y | +62.4% | +145.9% | -83.5% | +21.3% |
| All | +248.8% | +252.6% | -3.8% | +95.1% |
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