+829.5%
ECHO vs CF
+47.5%
+782.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -3.6% |
| 7D | +4.6% | -6.9% | +11.5% | +4.0% |
| 30D | +0.4% | -3.7% | +4.2% | +0.2% |
| 3M | +7.7% | -5.0% | +12.6% | +7.4% |
| 6M | -18.0% | -10.5% | -7.6% | -18.2% |
| YTD | -9.3% | +46.5% | -55.8% | -11.3% |
| 1Y | +34.2% | +34.8% | -0.6% | +31.8% |
| All | +829.5% | +47.5% | +782.0% | +716.4% |
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