-16.9%
ECHO vs CHTR
-41.6%
+24.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.1% | +5.9% | -1.8% |
| 7D | +5.3% | -15.8% | +21.1% | +6.2% |
| 30D | +2.4% | -12.7% | +15.1% | +2.9% |
| 3M | -21.8% | -1.1% | -20.7% | -22.3% |
| 6M | -16.9% | -39.9% | +23.0% | -11.6% |
| All | -16.9% | -41.6% | +24.7% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling