+34.2%
ECHO vs CHTR
-46.1%
+80.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -8.9% | -3.4% |
| 7D | +4.6% | +14.1% | -9.5% | +4.1% |
| 30D | +0.4% | +11.6% | -11.2% | -0.1% |
| 3M | +7.7% | -21.4% | +29.1% | +9.7% |
| 6M | -18.0% | -27.3% | +9.2% | -15.3% |
| YTD | -9.3% | -42.4% | +33.1% | +2.5% |
| 1Y | +34.2% | -45.6% | +79.8% | +50.1% |
| All | +34.2% | -46.1% | +80.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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