+144.9%
ECHO vs CG
+278.5%
-133.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +5.7% | +0.2% | +5.5% | +5.7% |
| 30D | +13.8% | +11.2% | +2.6% | +8.7% |
| 3M | +9.1% | -22.1% | +31.2% | +20.3% |
| 6M | -24.9% | -17.9% | -7.0% | -19.5% |
| YTD | -8.0% | -31.3% | +23.3% | +5.3% |
| 1Y | +42.9% | -24.0% | +66.9% | +56.7% |
| 3Y | +926.7% | +45.0% | +881.7% | +755.9% |
| 5Y | +230.4% | -22.6% | +253.0% | +234.1% |
| All | +144.9% | +278.5% | -133.6% | +45.5% |
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