+153.6%
ECHO vs CF
+561.7%
-408.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.9% | -11.0% | -5.5% |
| 7D | -2.4% | -3.2% | +0.8% | -1.9% |
| 30D | -3.1% | +4.3% | -7.5% | -4.3% |
| 3M | +8.7% | +2.8% | +5.9% | +7.3% |
| 6M | -24.8% | +0.6% | -25.4% | -25.9% |
| YTD | -13.0% | +56.6% | -69.6% | -25.2% |
| 1Y | +33.9% | +49.6% | -15.7% | +16.2% |
| 3Y | +791.8% | +61.5% | +730.3% | +631.8% |
| 5Y | +261.7% | +124.0% | +137.7% | +151.0% |
| All | +153.6% | +561.7% | -408.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling