+269.3%
ECHO vs CAI
-11.0%
+280.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +2.3% | -5.1% | +7.3% | +2.8% |
| 30D | +4.4% | +3.9% | +0.5% | +3.9% |
| 3M | -20.3% | +40.1% | -60.4% | -23.5% |
| 6M | -15.3% | +29.7% | -45.0% | -19.2% |
| YTD | -15.5% | -10.9% | -4.6% | -16.9% |
| 1Y | +15.0% | -28.0% | +43.0% | +13.5% |
| All | +269.3% | -11.0% | +280.3% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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