+791.8%
ECHO vs CF
+57.7%
+734.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.3% |
| 7D | -2.4% | -3.2% | +0.8% | -2.5% |
| 30D | -3.1% | +4.3% | -7.5% | -2.6% |
| 3M | +8.7% | +2.8% | +5.9% | +9.2% |
| 6M | -24.8% | +0.6% | -25.4% | -24.2% |
| YTD | -13.0% | +56.6% | -69.6% | -14.3% |
| 1Y | +33.9% | +49.6% | -15.7% | +32.1% |
| 3Y | +791.8% | +61.5% | +730.3% | +688.5% |
| All | +791.8% | +57.7% | +734.1% | +688.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling