+40.9%
ECHO vs CF
+53.7%
-12.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.3% | -3.7% |
| 7D | +9.1% | +5.4% | +3.8% | +10.5% |
| 30D | +7.2% | +6.5% | +0.6% | +9.3% |
| 3M | +6.1% | +4.6% | +1.5% | +8.0% |
| 6M | -24.2% | -3.3% | -20.8% | -23.2% |
| YTD | -9.7% | +63.9% | -73.6% | 0.0% |
| 1Y | +40.9% | +50.4% | -9.5% | +50.9% |
| All | +40.9% | +53.7% | -12.8% | +50.9% |
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