+791.8%
ECHO vs CART
+112.9%
+678.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +5.1% |
| 7D | -2.4% | +3.0% | -5.4% | -2.9% |
| 30D | -3.1% | +28.6% | -31.7% | -8.1% |
| 3M | +8.7% | +29.1% | -20.3% | +2.7% |
| 6M | -24.8% | +44.7% | -69.5% | -30.8% |
| YTD | -13.0% | +29.2% | -42.2% | -18.6% |
| 1Y | +33.9% | +66.2% | -32.2% | +16.8% |
| 3Y | +791.8% | +112.8% | +679.0% | +564.2% |
| All | +791.8% | +112.9% | +678.9% | +564.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling