+159.8%
ECHO vs CI
+147.8%
+11.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.3% |
| 7D | +2.2% | +2.6% | -0.4% | +1.5% |
| 30D | +9.8% | +7.3% | +2.5% | +7.5% |
| 3M | +16.8% | +9.5% | +7.3% | +13.6% |
| 6M | -18.1% | +6.4% | -24.5% | -20.1% |
| YTD | -4.2% | +12.0% | -16.2% | -8.1% |
| 1Y | +41.2% | +20.1% | +21.2% | +32.6% |
| 3Y | +943.7% | +9.6% | +934.1% | +868.0% |
| 5Y | +277.5% | +52.7% | +224.8% | +206.4% |
| 10Y | +159.8% | +150.3% | +9.5% | +83.1% |
| All | +159.8% | +147.8% | +11.9% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling