+260.6%
ECHO vs CBOE
+145.0%
+115.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.4% |
| 7D | +2.3% | -3.7% | +6.0% | +1.9% |
| 30D | +4.4% | +2.0% | +2.4% | +4.7% |
| 3M | -20.3% | -4.2% | -16.0% | -20.5% |
| 6M | -15.3% | +1.2% | -16.5% | -14.4% |
| YTD | -15.5% | +15.4% | -30.9% | -12.9% |
| 1Y | +15.0% | +23.5% | -8.5% | +19.7% |
| 3Y | +409.1% | +93.2% | +316.0% | +404.2% |
| 5Y | +260.6% | +142.0% | +118.7% | +231.9% |
| All | +260.6% | +145.0% | +115.7% | +231.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling