+442.3%
ECHO vs CART
+39.2%
+403.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.4% | +6.8% |
| 7D | +3.0% | +1.5% | +1.5% | +2.8% |
| 30D | +6.7% | +22.4% | -15.7% | +2.3% |
| 3M | +12.4% | +16.5% | -4.1% | +8.5% |
| 6M | -20.4% | +44.9% | -65.3% | -26.8% |
| YTD | -6.9% | +30.0% | -36.9% | -13.1% |
| 1Y | +37.7% | +59.1% | -21.4% | +21.7% |
| 3Y | +902.9% | +138.8% | +764.1% | +649.1% |
| All | +442.3% | +39.2% | +403.1% | +315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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