+192.5%
ECHO vs CAH
+294.8%
-102.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +3.7% | -5.1% | +8.8% | +5.2% |
| 30D | +0.7% | +0.2% | +0.5% | +0.6% |
| 3M | -27.3% | +6.3% | -33.6% | -28.8% |
| 6M | -17.0% | +9.4% | -26.4% | -19.5% |
| YTD | -14.3% | +15.0% | -29.3% | -18.4% |
| 1Y | +20.9% | +55.4% | -34.5% | +4.8% |
| 3Y | +423.0% | +173.8% | +249.1% | +276.9% |
| 5Y | +265.7% | +395.2% | -129.5% | +114.6% |
| All | +192.5% | +294.8% | -102.4% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling