+43.4%
ECHO vs CART
+54.8%
-11.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | +7.5% | +23.1% | -15.6% | +6.2% |
| 3M | +16.2% | +19.2% | -3.0% | +14.8% |
| 6M | -20.9% | +45.7% | -66.5% | -22.6% |
| YTD | -6.0% | +30.9% | -36.9% | -13.4% |
| 1Y | +43.4% | +50.2% | -6.8% | +36.9% |
| All | +43.4% | +54.8% | -11.4% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling