+240.0%
ECHO vs CHRW
+312.0%
-72.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +3.4% | -1.4% | +4.8% | +3.9% |
| 30D | +2.4% | -3.5% | +5.8% | +3.4% |
| 3M | -28.0% | -19.4% | -8.6% | -23.7% |
| 6M | -21.2% | -21.4% | +0.1% | -16.3% |
| YTD | -17.4% | -7.1% | -10.3% | -17.8% |
| 1Y | +33.6% | +17.8% | +15.8% | +21.5% |
| 3Y | +419.7% | +78.8% | +340.9% | +296.6% |
| 5Y | +241.7% | +83.5% | +158.2% | +150.0% |
| 10Y | +180.8% | +160.2% | +20.5% | +74.3% |
| All | +240.0% | +312.0% | -72.0% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling