+15.9%
ECHO vs CAPR
+35.6%
-19.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +4.0% |
| 7D | +8.6% | -9.5% | +18.1% | +8.6% |
| 30D | +3.8% | +121.5% | -117.8% | +3.6% |
| 3M | -19.9% | -65.4% | +45.5% | -19.9% |
| 6M | -12.1% | -67.5% | +55.5% | -12.1% |
| YTD | -14.1% | -68.6% | +54.6% | -14.1% |
| 1Y | +15.9% | +42.7% | -26.8% | +16.7% |
| All | +15.9% | +35.6% | -19.8% | +16.7% |
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