+191.3%
ECHO vs CHRW
+170.5%
+20.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | +5.3% | +4.1% | +1.3% | +4.3% |
| 30D | +2.4% | +1.9% | +0.5% | +1.8% |
| 3M | -21.8% | -21.2% | -0.6% | -17.3% |
| 6M | -16.9% | -16.7% | -0.3% | -13.8% |
| YTD | -16.0% | -5.4% | -10.6% | -16.8% |
| 1Y | +9.3% | +21.2% | -11.9% | -0.3% |
| 3Y | +406.2% | +86.5% | +319.7% | +290.9% |
| 5Y | +251.0% | +93.0% | +157.9% | +158.7% |
| 10Y | +191.3% | +174.5% | +16.8% | +92.3% |
| All | +191.3% | +170.5% | +20.7% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling