+33.6%
ECHO vs CAG
-13.1%
+46.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +3.4% | -3.8% | +7.2% | +3.5% |
| 30D | +2.4% | +3.1% | -0.8% | +2.0% |
| 3M | -28.0% | +23.5% | -51.4% | -29.5% |
| 6M | -21.2% | -14.8% | -6.4% | -18.7% |
| YTD | -17.4% | -5.4% | -11.9% | -18.9% |
| 1Y | +33.6% | -11.8% | +45.4% | +34.9% |
| All | +33.6% | -13.1% | +46.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling