+192.7%
ECHO vs CI
+142.6%
+50.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +4.5% |
| 7D | +8.6% | -2.0% | +10.6% | +9.1% |
| 30D | +3.8% | -1.8% | +5.6% | +4.2% |
| 3M | -19.9% | -4.2% | -15.7% | -19.2% |
| 6M | -12.1% | +2.7% | -14.8% | -13.3% |
| YTD | -14.1% | +1.9% | -16.0% | -15.2% |
| 1Y | +15.9% | -6.3% | +22.1% | +16.0% |
| 3Y | +417.8% | +3.9% | +414.0% | +388.2% |
| 5Y | +259.3% | +41.9% | +217.4% | +198.1% |
| 10Y | +192.7% | +140.4% | +52.3% | +108.9% |
| All | +192.7% | +142.6% | +50.2% | +108.9% |
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