+140.3%
ECHO vs CFG
+214.3%
-74.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | +9.1% | +1.6% | +7.5% | +8.3% |
| 30D | +7.2% | +3.3% | +3.9% | +5.6% |
| 3M | +6.1% | -11.5% | +17.6% | +12.3% |
| 6M | -24.2% | +6.2% | -30.4% | -26.8% |
| YTD | -9.7% | +14.3% | -24.0% | -16.4% |
| 1Y | +40.9% | +26.7% | +14.2% | +24.2% |
| 3Y | +883.3% | +187.8% | +695.5% | +495.4% |
| 5Y | +224.2% | +61.3% | +162.9% | +144.1% |
| All | +140.3% | +214.3% | -74.0% | +24.3% |
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