+791.8%
ECHO vs CFG
+168.6%
+623.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.2% | +5.8% |
| 7D | -2.4% | -0.9% | -1.5% | -1.8% |
| 30D | -3.1% | +1.1% | -4.2% | -3.8% |
| 3M | +8.7% | -12.0% | +20.7% | +17.4% |
| 6M | -24.8% | -2.2% | -22.5% | -24.7% |
| YTD | -13.0% | +11.4% | -24.4% | -21.2% |
| 1Y | +33.9% | +27.8% | +6.1% | +10.1% |
| 3Y | +791.8% | +173.3% | +618.5% | +319.8% |
| All | +791.8% | +168.6% | +623.2% | +319.8% |
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