+240.0%
ECHO vs CAG
+65.6%
+174.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.4% | -3.8% | +7.2% | +4.3% |
| 30D | +2.4% | +3.1% | -0.8% | +1.5% |
| 3M | -28.0% | +23.5% | -51.4% | -31.8% |
| 6M | -21.2% | -14.8% | -6.4% | -18.9% |
| YTD | -17.4% | -5.4% | -11.9% | -17.3% |
| 1Y | +33.6% | -11.8% | +45.4% | +35.9% |
| 3Y | +419.7% | -36.7% | +456.3% | +466.5% |
| 5Y | +241.7% | -40.3% | +282.0% | +275.1% |
| 10Y | +180.8% | -37.0% | +217.8% | +189.0% |
| All | +240.0% | +65.6% | +174.4% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling