+926.7%
ECHO vs CFG
+191.5%
+735.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | +5.7% | +3.2% | +2.5% | +3.7% |
| 30D | +13.8% | +5.1% | +8.7% | +10.4% |
| 3M | +9.1% | -11.2% | +20.3% | +17.2% |
| 6M | -24.9% | +9.6% | -34.5% | -30.1% |
| YTD | -8.0% | +15.0% | -23.0% | -18.2% |
| 1Y | +42.9% | +29.9% | +13.0% | +16.8% |
| 3Y | +926.7% | +192.1% | +734.6% | +374.3% |
| All | +926.7% | +191.5% | +735.2% | +374.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling