+159.0%
ECHO vs CFG
+248.3%
-89.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.9% | +4.0% | +5.6% |
| 7D | +3.0% | +0.3% | +2.8% | +3.0% |
| 30D | +6.7% | +3.2% | +3.5% | +5.2% |
| 3M | +12.4% | -9.7% | +22.1% | +17.8% |
| 6M | -20.4% | +3.6% | -24.0% | -22.3% |
| YTD | -6.9% | +14.7% | -21.6% | -13.9% |
| 1Y | +37.7% | +29.6% | +8.1% | +20.1% |
| 3Y | +902.9% | +190.6% | +712.3% | +504.7% |
| 5Y | +275.3% | +67.1% | +208.3% | +178.5% |
| 10Y | +159.0% | +237.0% | -78.0% | +30.2% |
| All | +159.0% | +248.3% | -89.2% | +30.2% |
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