+294.4%
ECHO vs CHRW
+260.0%
+34.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.2% | -3.4% | +5.6% | +3.3% |
| 30D | +9.8% | -9.4% | +19.2% | +12.7% |
| 3M | +16.8% | -12.6% | +29.5% | +20.4% |
| 6M | -18.1% | -24.2% | +6.1% | -12.6% |
| YTD | -4.2% | -18.9% | +14.7% | -1.6% |
| 1Y | +41.2% | -13.7% | +54.9% | +42.0% |
| 3Y | +943.7% | +72.6% | +871.1% | +693.4% |
| 5Y | +277.5% | +55.6% | +222.0% | +189.2% |
| 10Y | +159.8% | +122.7% | +37.0% | +67.7% |
| All | +294.4% | +260.0% | +34.4% | +99.6% |
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