+33.6%
ECHO vs CHRW
+16.7%
+16.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +3.4% | -1.8% | +5.2% | +3.6% |
| 30D | +2.4% | -3.9% | +6.2% | +2.7% |
| 3M | -28.0% | -19.7% | -8.2% | -26.7% |
| 6M | -21.2% | -21.7% | +0.5% | -19.9% |
| YTD | -17.4% | -7.5% | -9.9% | -15.1% |
| 1Y | +33.6% | +17.3% | +16.3% | +45.8% |
| All | +33.6% | +16.7% | +16.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling