+271.6%
ECHO vs CCI
+265.7%
+5.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | +9.1% | -1.4% | +10.5% | +9.5% |
| 30D | +7.2% | +12.7% | -5.6% | +2.8% |
| 3M | +6.1% | +23.0% | -16.9% | -1.4% |
| 6M | -24.2% | +0.6% | -24.8% | -25.3% |
| YTD | -9.7% | +4.9% | -14.6% | -12.9% |
| 1Y | +40.9% | +0.7% | +40.2% | +37.8% |
| 3Y | +883.3% | +10.2% | +873.0% | +813.1% |
| 5Y | +224.2% | -36.4% | +260.6% | +257.1% |
| 10Y | +141.3% | +66.6% | +74.7% | +82.7% |
| All | +271.6% | +265.7% | +5.9% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling