+304.7%
ECHO vs CG
+281.3%
+23.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.0% |
| 30D | -3.1% | +5.0% | -8.2% | -5.1% |
| 3M | +8.7% | -18.2% | +26.9% | +16.3% |
| 6M | -24.8% | -20.7% | -4.0% | -18.9% |
| YTD | -13.0% | -31.4% | +18.5% | -1.7% |
| 1Y | +33.9% | -22.3% | +56.2% | +44.1% |
| 3Y | +791.8% | +50.2% | +741.6% | +654.2% |
| 5Y | +261.7% | -22.1% | +283.7% | +264.8% |
| 10Y | +157.3% | +295.5% | -138.2% | +56.3% |
| All | +304.7% | +281.3% | +23.4% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling