+412.3%
ECHO vs CHRW
+81.1%
+331.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | +2.4% | -3.5% | +5.8% | +2.9% |
| 3M | -28.0% | -19.4% | -8.6% | -25.5% |
| 6M | -21.2% | -21.4% | +0.1% | -18.3% |
| YTD | -17.4% | -7.1% | -10.3% | -17.5% |
| 1Y | +33.6% | +17.8% | +15.8% | +26.1% |
| All | +412.3% | +81.1% | +331.2% | +302.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling