+188.4%
ECHO vs CAG
-35.7%
+224.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | +2.3% | -5.9% | +8.2% | +3.1% |
| 30D | +4.4% | -1.5% | +5.9% | +4.5% |
| 3M | -20.3% | +11.5% | -31.8% | -21.8% |
| 6M | -15.3% | -15.7% | +0.3% | -13.6% |
| YTD | -15.5% | -10.2% | -5.3% | -14.9% |
| 1Y | +15.0% | -18.1% | +33.0% | +17.4% |
| 3Y | +409.1% | -39.4% | +448.5% | +443.2% |
| 5Y | +260.6% | -42.6% | +303.2% | +287.3% |
| All | +188.4% | -35.7% | +224.1% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling