+188.4%
ECHO vs CG
+321.9%
-133.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.6% |
| 7D | +2.3% | -9.8% | +12.1% | +6.7% |
| 30D | +4.4% | -10.3% | +14.7% | +8.8% |
| 3M | -20.3% | -1.7% | -18.6% | -20.4% |
| 6M | -15.3% | -9.8% | -5.5% | -13.0% |
| YTD | -15.5% | -25.6% | +10.1% | -6.1% |
| 1Y | +15.0% | -32.5% | +47.5% | +32.2% |
| 3Y | +409.1% | +45.6% | +363.5% | +324.9% |
| 5Y | +260.6% | +3.7% | +257.0% | +225.1% |
| All | +188.4% | +321.9% | -133.5% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling