+435.9%
ECHO vs CART
+40.2%
+395.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +5.7% | +1.3% | +4.4% | +5.4% |
| 30D | +13.8% | +19.2% | -5.4% | +9.8% |
| 3M | +9.1% | +17.6% | -8.5% | +5.2% |
| 6M | -24.9% | +47.4% | -72.3% | -31.2% |
| YTD | -8.0% | +30.9% | -38.9% | -14.3% |
| 1Y | +42.9% | +46.0% | -3.1% | +29.2% |
| 3Y | +926.7% | +130.3% | +796.4% | +671.5% |
| All | +435.9% | +40.2% | +395.7% | +310.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling