+475.0%
ECHO vs CHTR
+316.4%
+158.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +5.1% |
| 7D | +8.6% | -0.3% | +8.9% | +8.4% |
| 30D | +3.8% | -4.5% | +8.2% | +4.3% |
| 3M | -19.9% | +10.2% | -30.1% | -23.1% |
| 6M | -12.1% | -37.2% | +25.2% | -2.9% |
| YTD | -14.1% | -30.2% | +16.1% | -8.5% |
| 1Y | +15.9% | -44.8% | +60.6% | +32.0% |
| 3Y | +417.8% | -65.5% | +483.3% | +558.0% |
| 5Y | +259.3% | -81.8% | +341.1% | +441.9% |
| 10Y | +192.7% | -45.8% | +238.5% | +202.8% |
| All | +475.0% | +316.4% | +158.6% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling