+122.6%
ECHO vs CFG
+396.4%
-273.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.4% | +1.5% | +1.9% | +2.7% |
| 30D | +2.4% | -3.8% | +6.2% | +4.2% |
| 3M | -28.0% | +11.5% | -39.4% | -31.8% |
| 6M | -21.2% | +19.2% | -40.4% | -27.8% |
| YTD | -17.4% | +23.7% | -41.1% | -26.0% |
| 1Y | +33.6% | +38.8% | -5.3% | +13.2% |
| 3Y | +419.7% | +178.9% | +240.8% | +222.5% |
| 5Y | +241.7% | +101.8% | +139.9% | +135.1% |
| 10Y | +180.8% | +317.3% | -136.5% | +31.0% |
| All | +122.6% | +396.4% | -273.7% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling