+440.2%
ECHO vs CBOE
+1,025.9%
-585.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.3% |
| 7D | +8.6% | -4.6% | +13.2% | +9.5% |
| 30D | +3.8% | +2.6% | +1.1% | +3.1% |
| 3M | -19.9% | +4.9% | -24.8% | -21.2% |
| 6M | -12.1% | -2.2% | -9.9% | -12.6% |
| YTD | -14.1% | +17.7% | -31.8% | -17.8% |
| 1Y | +15.9% | +26.1% | -10.2% | +9.1% |
| 3Y | +417.8% | +97.1% | +320.7% | +322.0% |
| 5Y | +259.3% | +149.2% | +110.1% | +169.8% |
| 10Y | +192.7% | +385.1% | -192.3% | +73.8% |
| All | +440.2% | +1,025.9% | -585.7% | +118.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling