+159.0%
ECHO vs CF
+546.3%
-387.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.0% | +7.0% |
| 7D | +3.0% | -0.9% | +3.9% | +3.0% |
| 30D | +6.7% | +6.9% | -0.2% | +4.8% |
| 3M | +12.4% | +4.8% | +7.5% | +10.4% |
| 6M | -20.4% | +4.7% | -25.1% | -22.4% |
| YTD | -6.9% | +56.5% | -63.4% | -20.0% |
| 1Y | +37.7% | +48.4% | -10.7% | +19.7% |
| 3Y | +902.9% | +59.1% | +843.7% | +726.6% |
| 5Y | +275.3% | +109.5% | +165.8% | +166.7% |
| 10Y | +159.0% | +487.0% | -327.9% | +32.2% |
| All | +159.0% | +546.3% | -387.3% | +32.2% |
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