+259.3%
ECHO vs CFG
+100.9%
+158.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | +8.6% | +2.7% | +5.9% | +7.0% |
| 30D | +3.8% | -3.7% | +7.4% | +5.8% |
| 3M | -19.9% | +9.5% | -29.4% | -24.2% |
| 6M | -12.1% | +22.2% | -34.3% | -21.8% |
| YTD | -14.1% | +22.3% | -36.4% | -24.2% |
| 1Y | +15.9% | +39.4% | -23.6% | -5.3% |
| 3Y | +417.8% | +188.5% | +229.4% | +194.3% |
| 5Y | +259.3% | +101.5% | +157.8% | +138.4% |
| All | +259.3% | +100.9% | +158.4% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling