+259.0%
ECHO vs CHD
+21.0%
+238.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.1% | +4.2% |
| 7D | +8.6% | -2.9% | +11.5% | +8.8% |
| 30D | +3.8% | -6.2% | +10.0% | +4.2% |
| 3M | -19.9% | +1.6% | -21.5% | -20.1% |
| 6M | -12.1% | -3.5% | -8.5% | -12.0% |
| YTD | -14.1% | +16.2% | -30.3% | -15.2% |
| 1Y | +15.9% | +3.4% | +12.5% | +15.2% |
| 3Y | +417.8% | +4.6% | +413.2% | +408.3% |
| All | +259.0% | +21.0% | +238.0% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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