+287.0%
ECHO vs CHD
+968.9%
-681.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +7.5% | +12.2% | -4.7% | +4.1% |
| 3M | +16.2% | +9.3% | +6.8% | +13.1% |
| 6M | -20.9% | +24.3% | -45.1% | -25.8% |
| YTD | -6.0% | +34.9% | -40.8% | -13.8% |
| 1Y | +43.4% | +32.7% | +10.7% | +31.8% |
| 3Y | +924.0% | +29.4% | +894.6% | +828.3% |
| 5Y | +249.6% | +31.7% | +217.9% | +209.4% |
| 10Y | +151.3% | +191.7% | -40.4% | +51.9% |
| All | +287.0% | +968.9% | -681.9% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling