+240.0%
ECHO vs CAPR
-99.7%
+339.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +3.4% | -2.0% | +5.4% | +3.4% |
| 30D | +2.4% | +139.2% | -136.8% | +1.1% |
| 3M | -28.0% | -66.4% | +38.4% | -27.6% |
| 6M | -21.2% | -63.1% | +41.9% | -21.0% |
| YTD | -17.4% | -67.4% | +50.0% | -17.1% |
| 1Y | +33.6% | +58.2% | -24.7% | +27.9% |
| 3Y | +419.7% | +42.2% | +377.5% | +389.1% |
| 5Y | +241.7% | +87.3% | +154.5% | +217.6% |
| 10Y | +180.8% | -75.3% | +256.0% | +152.5% |
| All | +240.0% | -99.7% | +339.7% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling