+192.7%
ECHO vs CAPR
-77.1%
+269.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +4.1% |
| 7D | +8.6% | -9.5% | +18.1% | +8.7% |
| 30D | +3.8% | +121.5% | -117.8% | +2.4% |
| 3M | -19.9% | -65.4% | +45.5% | -19.5% |
| 6M | -12.1% | -67.5% | +55.5% | -11.7% |
| YTD | -14.1% | -68.6% | +54.6% | -13.7% |
| 1Y | +15.9% | +42.7% | -26.8% | +10.6% |
| 3Y | +417.8% | +43.4% | +374.5% | +381.1% |
| 5Y | +259.3% | +86.0% | +173.3% | +227.8% |
| 10Y | +192.7% | -77.4% | +270.1% | +165.9% |
| All | +192.7% | -77.1% | +269.9% | +165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling