+284.1%
ECHO vs CG
+351.2%
-67.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +3.4% | -4.3% | +7.7% | +5.1% |
| 30D | +2.4% | -5.1% | +7.4% | +4.1% |
| 3M | -28.0% | +8.7% | -36.6% | -30.6% |
| 6M | -21.2% | -9.2% | -12.0% | -19.3% |
| YTD | -17.4% | -18.9% | +1.5% | -12.0% |
| 1Y | +33.6% | -25.6% | +59.2% | +46.1% |
| 3Y | +419.7% | +57.3% | +362.4% | +332.4% |
| 5Y | +241.7% | +10.2% | +231.5% | +206.2% |
| 10Y | +180.8% | +364.2% | -183.5% | +61.1% |
| All | +284.1% | +351.2% | -67.1% | +108.3% |
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