+33.9%
ECHO vs CART
+60.1%
-26.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.0% |
| 7D | -2.4% | +3.0% | -5.4% | -2.5% |
| 30D | -3.1% | +28.6% | -31.7% | -4.6% |
| 3M | +8.7% | +29.1% | -20.3% | +6.7% |
| 6M | -24.8% | +44.7% | -69.5% | -26.5% |
| YTD | -13.0% | +29.2% | -42.2% | -19.4% |
| 1Y | +33.9% | +66.2% | -32.2% | +17.2% |
| All | +33.9% | +60.1% | -26.1% | +17.2% |
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