+383.0%
CVX vs ECHO
+246.0%
+137.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.1% |
| 7D | +1.6% | +9.1% | -7.5% | 0.0% |
| 30D | -0.6% | +7.2% | -7.8% | -2.2% |
| 3M | +11.0% | +6.1% | +4.9% | +9.2% |
| 6M | +18.4% | -24.2% | +42.6% | +22.3% |
| YTD | +45.9% | -9.7% | +55.6% | +43.9% |
| 1Y | +46.7% | +40.9% | +5.7% | +32.4% |
| 3Y | +71.6% | +883.3% | -811.7% | -23.2% |
| 5Y | +131.4% | +224.2% | -92.7% | +42.0% |
| 10Y | +209.3% | +141.3% | +68.1% | +101.1% |
| All | +383.0% | +246.0% | +137.0% | +118.3% |
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 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