+259.3%
ECHO vs CAG
-40.6%
+299.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.5% | +4.2% |
| 7D | +8.6% | -5.3% | +13.9% | +9.1% |
| 30D | +3.8% | +1.0% | +2.8% | +3.5% |
| 3M | -19.9% | +17.4% | -37.3% | -21.5% |
| 6M | -12.1% | -16.8% | +4.7% | -10.2% |
| YTD | -14.1% | -6.8% | -7.3% | -13.9% |
| 1Y | +15.9% | -15.4% | +31.2% | +17.4% |
| 3Y | +417.8% | -37.1% | +454.9% | +450.0% |
| 5Y | +259.3% | -41.3% | +300.6% | +293.1% |
| All | +259.3% | -40.6% | +299.9% | +293.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling