+15.9%
ECHO vs CASY
+42.6%
-26.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.1% |
| 7D | +8.6% | -4.4% | +12.9% | +8.6% |
| 30D | +3.8% | -12.0% | +15.8% | +4.0% |
| 3M | -19.9% | -2.3% | -17.6% | -19.8% |
| 6M | -12.1% | +10.5% | -22.6% | -11.8% |
| YTD | -14.1% | +33.0% | -47.1% | -10.4% |
| 1Y | +15.9% | +41.1% | -25.3% | +19.7% |
| All | +15.9% | +42.6% | -26.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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