+390.9%
CVX vs ECHO
+252.6%
+138.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | +3.4% | +5.7% | -2.3% | +2.4% |
| 30D | -1.0% | +13.8% | -14.8% | -3.4% |
| 3M | +12.2% | +9.1% | +3.1% | +9.8% |
| 6M | +20.3% | -24.9% | +45.3% | +24.5% |
| YTD | +48.3% | -8.0% | +56.3% | +45.8% |
| 1Y | +46.9% | +42.9% | +4.0% | +32.4% |
| 3Y | +73.1% | +926.7% | -853.6% | -23.4% |
| 5Y | +135.2% | +230.4% | -95.1% | +43.9% |
| 10Y | +214.4% | +145.9% | +68.5% | +103.7% |
| All | +390.9% | +252.6% | +138.3% | +121.2% |
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