+42.9%
ECHO vs CAG
-9.3%
+52.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +2.1% |
| 7D | +5.7% | -3.3% | +9.0% | +5.0% |
| 30D | +13.8% | +7.7% | +6.2% | +15.0% |
| 3M | +9.1% | -3.2% | +12.3% | +9.6% |
| 6M | -24.9% | +7.0% | -31.9% | -24.0% |
| YTD | -8.0% | -9.0% | +1.0% | -10.2% |
| 1Y | +42.9% | -9.6% | +52.5% | +39.1% |
| All | +42.9% | -9.3% | +52.2% | +39.1% |
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