+186.7%
ECHO vs CG
+332.1%
-145.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.6% |
| 7D | +5.3% | -6.4% | +11.8% | +8.2% |
| 30D | +2.4% | -7.1% | +9.5% | +5.2% |
| 3M | -21.8% | -1.6% | -20.2% | -21.9% |
| 6M | -16.9% | -8.3% | -8.6% | -15.2% |
| YTD | -16.0% | -23.8% | +7.8% | -7.6% |
| 1Y | +9.3% | -28.7% | +38.0% | +22.7% |
| 3Y | +406.2% | +49.2% | +357.1% | +318.4% |
| 5Y | +251.0% | +5.5% | +245.4% | +214.1% |
| All | +186.7% | +332.1% | -145.3% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling