+273.4%
ECHO vs CF
+632.5%
-359.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.4% |
| 7D | +4.6% | -6.9% | +11.5% | +6.0% |
| 30D | +0.4% | -3.7% | +4.2% | +1.0% |
| 3M | +7.7% | -5.0% | +12.6% | +8.1% |
| 6M | -18.0% | -10.5% | -7.6% | -17.4% |
| YTD | -9.3% | +46.5% | -55.8% | -18.9% |
| 1Y | +34.2% | +34.8% | -0.6% | +21.9% |
| 3Y | +538.7% | +46.7% | +492.0% | +457.9% |
| 5Y | +279.9% | +112.0% | +167.9% | +193.8% |
| 10Y | +168.2% | +529.7% | -361.5% | +58.1% |
| All | +273.4% | +632.5% | -359.1% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling