+407.1%
ECHO vs CART
+38.4%
+368.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.7% |
| 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% | +2.6% |
| 6M | -24.8% | +44.7% | -69.5% | -30.8% |
| YTD | -13.0% | +29.2% | -42.2% | -18.7% |
| 1Y | +33.9% | +66.2% | -32.2% | +17.0% |
| 3Y | +791.8% | +112.8% | +679.0% | +578.3% |
| All | +407.1% | +38.4% | +368.7% | +288.7% |
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