+422.4%
ECHO vs CAVA
+34.5%
+387.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | -1.2% |
| 7D | +5.3% | -8.5% | +13.9% | +7.0% |
| 30D | +2.4% | -8.2% | +10.7% | +3.7% |
| 3M | -21.8% | -25.9% | +4.1% | -18.1% |
| 6M | -16.9% | -30.9% | +14.0% | -12.6% |
| YTD | -16.0% | -3.7% | -12.3% | -18.5% |
| 1Y | +9.3% | -13.4% | +22.7% | +7.9% |
| 3Y | +406.2% | +44.2% | +362.0% | +373.7% |
| All | +422.4% | +34.5% | +387.9% | +388.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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