+240.0%
ECHO vs CAH
+840.4%
-600.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.4% | +5.4% | -2.0% | +1.6% |
| 30D | +2.4% | +3.3% | -1.0% | +1.1% |
| 3M | -28.0% | +22.8% | -50.7% | -33.2% |
| 6M | -21.2% | +11.3% | -32.5% | -24.5% |
| YTD | -17.4% | +21.1% | -38.5% | -23.5% |
| 1Y | +33.6% | +67.2% | -33.6% | +9.4% |
| 3Y | +419.7% | +195.6% | +224.0% | +239.2% |
| 5Y | +241.7% | +413.8% | -172.1% | +78.2% |
| 10Y | +180.8% | +309.6% | -128.8% | +47.1% |
| All | +240.0% | +840.4% | -600.3% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling