+425.9%
ECHO vs CART
+39.2%
+386.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | +9.1% | +1.2% | +7.9% | +8.9% |
| 30D | +7.2% | +17.8% | -10.6% | +3.6% |
| 3M | +6.1% | +20.7% | -14.6% | +1.7% |
| 6M | -24.2% | +49.7% | -73.9% | -30.7% |
| YTD | -9.7% | +30.0% | -39.7% | -15.7% |
| 1Y | +40.9% | +48.4% | -7.5% | +26.9% |
| 3Y | +883.3% | +132.0% | +751.3% | +638.1% |
| All | +425.9% | +39.2% | +386.6% | +302.8% |
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