+234.6%
ECHO vs CAH
+505.3%
-270.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +5.7% | +3.5% | +2.2% | +5.1% |
| 30D | +13.8% | +13.5% | +0.4% | +11.1% |
| 3M | +9.1% | +21.8% | -12.8% | +4.8% |
| 6M | -24.9% | +51.5% | -76.5% | -31.6% |
| YTD | -8.0% | +38.1% | -46.1% | -14.5% |
| 1Y | +42.9% | +37.7% | +5.2% | +32.8% |
| 3Y | +926.7% | +179.6% | +747.1% | +703.0% |
| All | +234.6% | +505.3% | -270.7% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling