+9.3%
ECHO vs CG
-29.3%
+38.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.3% |
| 7D | +5.3% | -6.4% | +11.8% | +6.9% |
| 30D | +2.4% | -7.1% | +9.5% | +3.9% |
| 3M | -21.8% | -1.6% | -20.2% | -21.6% |
| 6M | -16.9% | -8.3% | -8.6% | -15.6% |
| YTD | -16.0% | -23.8% | +7.8% | -9.3% |
| 1Y | +9.3% | -28.7% | +38.0% | +11.8% |
| All | +9.3% | -29.3% | +38.6% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling