+191.3%
ECHO vs CFG
+308.1%
-116.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.8% |
| 7D | +5.3% | -0.6% | +5.9% | +5.6% |
| 30D | +2.4% | -4.5% | +7.0% | +4.7% |
| 3M | -21.8% | +6.3% | -28.1% | -24.4% |
| 6M | -16.9% | +20.6% | -37.5% | -24.4% |
| YTD | -16.0% | +21.2% | -37.2% | -24.3% |
| 1Y | +9.3% | +38.2% | -28.9% | -7.6% |
| 3Y | +406.2% | +185.9% | +220.3% | +207.8% |
| 5Y | +251.0% | +97.0% | +154.0% | +141.9% |
| 10Y | +191.3% | +306.8% | -115.6% | +37.4% |
| All | +191.3% | +308.1% | -116.9% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling