+478.3%
ECHO vs CBOE
+1,341.0%
-862.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.6% |
| 7D | +5.7% | +6.3% | -0.6% | +4.6% |
| 30D | +13.8% | +24.9% | -11.1% | +9.2% |
| 3M | +9.1% | +28.5% | -19.4% | +3.9% |
| 6M | -24.9% | +2.9% | -27.8% | -25.8% |
| YTD | -8.0% | +50.7% | -58.7% | -16.1% |
| 1Y | +42.9% | +45.5% | -2.6% | +31.3% |
| 3Y | +926.7% | +116.3% | +810.4% | +738.0% |
| 5Y | +230.4% | +204.3% | +26.0% | +140.2% |
| 10Y | +145.9% | +526.3% | -380.4% | +39.0% |
| All | +478.3% | +1,341.0% | -862.8% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling