+407.1%
ECHO vs CI
+7.7%
+399.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.3% |
| 30D | +2.4% | +4.4% | -2.1% | +2.1% |
| 3M | -28.0% | +0.7% | -28.6% | -28.0% |
| 6M | -21.2% | +0.3% | -21.6% | -21.4% |
| YTD | -17.4% | +3.8% | -21.2% | -17.7% |
| 1Y | +33.6% | -5.5% | +39.1% | +33.7% |
| All | +407.1% | +7.7% | +399.3% | +440.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling