-20.9%
ECHO vs CHD
+20.8%
-41.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.8% |
| 7D | +3.6% | 0.0% | +3.6% | +3.5% |
| 30D | +7.5% | +12.2% | -4.7% | +12.3% |
| 3M | +16.2% | +9.3% | +6.8% | +20.0% |
| 6M | -20.9% | +24.3% | -45.1% | -16.7% |
| All | -20.9% | +20.8% | -41.7% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling