+259.3%
ECHO vs CCI
-50.2%
+309.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +8.6% | +0.2% | +8.4% | +8.5% |
| 30D | +3.8% | +0.5% | +3.3% | +3.6% |
| 3M | -19.9% | -16.3% | -3.6% | -16.4% |
| 6M | -12.1% | -13.9% | +1.9% | -9.0% |
| YTD | -14.1% | -12.4% | -1.6% | -11.9% |
| 1Y | +15.9% | -15.2% | +31.0% | +19.7% |
| 3Y | +417.8% | -9.9% | +427.7% | +409.9% |
| 5Y | +259.3% | -50.8% | +310.1% | +322.9% |
| All | +259.3% | -50.2% | +309.5% | +322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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