+272.3%
CVS vs ECHO
+229.4%
+43.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.2% |
| 7D | -1.6% | +8.6% | -10.1% | -2.6% |
| 30D | +0.4% | +3.8% | -3.4% | -0.1% |
| 3M | -0.4% | -19.9% | +19.5% | +1.9% |
| 6M | +25.1% | -12.1% | +37.2% | +26.0% |
| YTD | +23.9% | -14.1% | +37.9% | +24.4% |
| 1Y | +41.1% | +15.9% | +25.2% | +35.7% |
| 3Y | +63.6% | +417.8% | -354.2% | +10.0% |
| 5Y | +31.5% | +259.3% | -227.8% | -6.8% |
| 10Y | +40.5% | +192.7% | -152.2% | 0.0% |
| All | +272.3% | +229.4% | +43.0% | +110.7% |
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