+33.6%
ECHO vs CAH
+65.8%
-32.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +3.4% | +5.4% | -2.0% | +3.0% |
| 30D | +2.4% | +3.3% | -1.0% | +2.1% |
| 3M | -28.0% | +22.8% | -50.7% | -29.7% |
| 6M | -21.2% | +11.3% | -32.5% | -22.4% |
| YTD | -17.4% | +21.1% | -38.5% | -18.4% |
| 1Y | +33.6% | +67.2% | -33.6% | +24.8% |
| All | +33.6% | +65.8% | -32.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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