+34.2%
ECHO vs CBOE
+39.5%
-5.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.2% |
| 7D | +4.6% | +7.7% | -3.2% | +5.1% |
| 30D | +0.4% | +24.4% | -24.0% | +1.6% |
| 3M | +7.7% | +20.0% | -12.4% | +8.8% |
| 6M | -18.0% | +2.4% | -20.4% | -15.9% |
| YTD | -9.3% | +38.5% | -47.8% | -0.5% |
| 1Y | +34.2% | +39.0% | -4.7% | +45.3% |
| All | +34.2% | +39.5% | -5.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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