+258.3%
ECHO vs CAPR
-99.7%
+357.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.6% | +5.2% |
| 7D | -2.4% | +41.1% | -43.5% | -2.8% |
| 30D | -3.1% | +11.1% | -14.3% | -3.3% |
| 3M | +8.7% | +115.3% | -106.6% | +7.4% |
| 6M | -24.8% | -73.8% | +49.1% | -24.3% |
| YTD | -13.0% | -68.8% | +55.9% | -12.7% |
| 1Y | +33.9% | +43.3% | -9.4% | +28.4% |
| 3Y | +791.8% | +214.7% | +577.1% | +729.3% |
| 5Y | +261.7% | +141.3% | +120.4% | +234.8% |
| 10Y | +157.3% | -67.0% | +224.3% | +130.6% |
| All | +258.3% | -99.7% | +357.9% | +247.4% |
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