+172.2%
CVX vs ECHO
+252.6%
-80.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.0% |
| 7D | +1.0% | +5.3% | -4.4% | +0.8% |
| 30D | +10.7% | +2.4% | +8.2% | +10.6% |
| 3M | +15.5% | -21.8% | +37.3% | +16.3% |
| 6M | +14.9% | -16.9% | +31.8% | +15.2% |
| YTD | +44.2% | -16.0% | +60.2% | +44.3% |
| 1Y | +43.5% | +9.3% | +34.2% | +41.8% |
| 3Y | +45.0% | +406.2% | -361.2% | +27.2% |
| 5Y | +172.2% | +251.0% | -78.8% | +147.3% |
| All | +172.2% | +252.6% | -80.4% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling