+240.0%
ECHO vs CASY
+2,920.8%
-2,680.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +2.4% | -11.3% | +13.7% | +5.8% |
| 3M | -28.0% | -0.6% | -27.3% | -28.8% |
| 6M | -21.2% | +10.7% | -32.0% | -24.8% |
| YTD | -17.4% | +37.1% | -54.5% | -26.1% |
| 1Y | +33.6% | +52.3% | -18.7% | +15.2% |
| 3Y | +419.7% | +215.2% | +204.5% | +260.4% |
| 5Y | +241.7% | +276.5% | -34.8% | +122.8% |
| 10Y | +180.8% | +508.4% | -327.6% | +56.1% |
| All | +240.0% | +2,920.8% | -2,680.8% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling