+259.3%
ECHO vs CG
+9.5%
+249.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +5.0% |
| 7D | +8.6% | -1.3% | +9.8% | +9.1% |
| 30D | +3.8% | -3.2% | +6.9% | +4.8% |
| 3M | -19.9% | +6.2% | -26.1% | -22.6% |
| 6M | -12.1% | -4.7% | -7.4% | -11.6% |
| YTD | -14.1% | -20.6% | +6.6% | -6.5% |
| 1Y | +15.9% | -26.4% | +42.2% | +29.4% |
| 3Y | +417.8% | +55.4% | +362.5% | +320.6% |
| 5Y | +259.3% | +9.8% | +249.5% | +215.9% |
| All | +259.3% | +9.5% | +249.8% | +215.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling