+234.6%
ECHO vs CAPR
+172.3%
+62.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.9% | +8.8% | +2.0% |
| 7D | +5.7% | +5.9% | -0.2% | +5.6% |
| 30D | +13.8% | +44.6% | -30.8% | +13.5% |
| 3M | +9.1% | +126.4% | -117.3% | +8.2% |
| 6M | -24.9% | -68.6% | +43.6% | -24.8% |
| YTD | -8.0% | -67.0% | +59.0% | -7.9% |
| 1Y | +42.9% | +65.2% | -22.3% | +39.2% |
| 3Y | +926.7% | +235.6% | +691.1% | +819.6% |
| All | +234.6% | +172.3% | +62.3% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling