+41.2%
ECHO vs CF
+50.8%
-9.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.4% | +3.6% |
| 7D | +2.2% | +4.8% | -2.6% | +3.6% |
| 30D | +9.8% | +9.7% | +0.1% | +12.6% |
| 3M | +16.8% | +1.2% | +15.6% | +18.0% |
| 6M | -18.1% | +7.4% | -25.4% | -15.4% |
| YTD | -4.2% | +60.5% | -64.7% | +7.1% |
| 1Y | +41.2% | +50.7% | -9.5% | +52.9% |
| All | +41.2% | +50.8% | -9.6% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling