+249.4%
CVS vs ECHO
+260.3%
-10.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +12.0% | +3.6% | +8.3% | +11.4% |
| 30D | +2.8% | +7.5% | -4.7% | +1.6% |
| 3M | -3.6% | +16.2% | -19.7% | -5.7% |
| 6M | -1.6% | -20.9% | +19.2% | +0.4% |
| YTD | +16.3% | -6.0% | +22.2% | +15.1% |
| 1Y | +15.5% | +43.4% | -27.9% | +8.0% |
| 3Y | +48.1% | +924.0% | -875.9% | -11.8% |
| 5Y | +12.3% | +249.6% | -237.3% | -19.0% |
| 10Y | +62.7% | +151.3% | -88.6% | +21.2% |
| All | +249.4% | +260.3% | -10.9% | +95.0% |
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