+241.6%
ECHO vs CF
+227.0%
+14.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | +3.4% | +6.0% | -2.6% | +3.0% |
| 30D | +2.4% | +14.8% | -12.5% | +1.4% |
| 3M | -28.0% | +14.1% | -42.0% | -28.6% |
| 6M | -21.2% | +28.5% | -49.8% | -24.0% |
| YTD | -17.4% | +74.9% | -92.3% | -23.5% |
| 1Y | +33.6% | +61.7% | -28.1% | +24.7% |
| 3Y | +419.7% | +80.3% | +339.3% | +368.3% |
| All | +241.6% | +227.0% | +14.6% | +189.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling