+240.0%
ECHO vs CCI
+204.8%
+35.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | +2.4% | +2.7% | -0.3% | +1.4% |
| 3M | -28.0% | -18.2% | -9.7% | -23.6% |
| 6M | -21.2% | -14.8% | -6.5% | -17.8% |
| YTD | -17.4% | -12.6% | -4.8% | -14.9% |
| 1Y | +33.6% | -16.7% | +50.3% | +39.4% |
| 3Y | +419.7% | -10.5% | +430.2% | +421.0% |
| 5Y | +241.7% | -51.4% | +293.1% | +313.4% |
| 10Y | +180.8% | +20.0% | +160.7% | +138.3% |
| All | +240.0% | +204.8% | +35.3% | +85.6% |
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