+192.5%
ECHO vs CBOE
+368.5%
-176.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.7% |
| 7D | +3.7% | -5.8% | +9.5% | +4.5% |
| 30D | +0.7% | -3.1% | +3.8% | +1.0% |
| 3M | -27.3% | -4.8% | -22.6% | -27.2% |
| 6M | -17.0% | -0.6% | -16.4% | -17.6% |
| YTD | -14.3% | +12.8% | -27.1% | -16.6% |
| 1Y | +20.9% | +19.8% | +1.1% | +16.4% |
| 3Y | +423.0% | +86.9% | +336.0% | +339.8% |
| 5Y | +265.7% | +136.5% | +129.2% | +182.6% |
| All | +192.5% | +368.5% | -176.1% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling