+258.3%
ECHO vs CASY
+2,650.0%
-2,391.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -3.1% | +8.7% | -11.8% | -5.7% |
| 3M | +8.7% | -17.3% | +26.0% | +13.7% |
| 6M | -24.8% | -19.7% | -5.0% | -21.4% |
| YTD | -13.0% | +24.8% | -37.8% | -20.7% |
| 1Y | +33.9% | +31.9% | +2.0% | +19.6% |
| 3Y | +791.8% | +155.4% | +636.4% | +552.1% |
| 5Y | +261.7% | +250.6% | +11.1% | +138.9% |
| 10Y | +157.3% | +556.8% | -399.5% | +39.7% |
| All | +258.3% | +2,650.0% | -2,391.7% | +20.8% |
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