+34.2%
ECHO vs CAPR
+47.4%
-13.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.3% | -11.5% | -3.3% |
| 7D | +4.6% | +43.2% | -38.6% | +4.6% |
| 30D | +0.4% | +14.7% | -14.2% | +0.4% |
| 3M | +7.7% | +113.9% | -106.2% | +7.6% |
| 6M | -18.0% | -73.4% | +55.3% | -18.1% |
| YTD | -9.3% | -69.1% | +59.8% | -9.3% |
| 1Y | +34.2% | +47.2% | -13.0% | +34.8% |
| All | +34.2% | +47.4% | -13.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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