+412.7%
ECHO vs CBOE
+96.4%
+316.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.4% |
| 7D | +5.3% | -0.8% | +6.1% | +5.1% |
| 30D | +2.4% | +2.7% | -0.3% | +3.3% |
| 3M | -21.8% | +0.7% | -22.5% | -21.4% |
| 6M | -16.9% | -2.0% | -14.9% | -15.9% |
| YTD | -16.0% | +17.1% | -33.1% | -7.1% |
| 1Y | +9.3% | +26.5% | -17.2% | +26.0% |
| All | +412.7% | +96.4% | +316.3% | +615.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling