+240.0%
ECHO vs CF
+774.7%
-534.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | +3.4% | +6.0% | -2.6% | +2.2% |
| 30D | +2.4% | +14.8% | -12.5% | -0.6% |
| 3M | -28.0% | +14.1% | -42.0% | -30.3% |
| 6M | -21.2% | +28.5% | -49.8% | -27.0% |
| YTD | -17.4% | +74.9% | -92.3% | -28.4% |
| 1Y | +33.6% | +61.7% | -28.1% | +17.2% |
| 3Y | +419.7% | +80.3% | +339.3% | +337.2% |
| 5Y | +241.7% | +226.0% | +15.7% | +140.9% |
| 10Y | +180.8% | +569.9% | -389.1% | +63.4% |
| All | +240.0% | +774.7% | -534.7% | +52.6% |
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