+234.6%
ECHO vs CI
+49.5%
+185.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +5.7% | +1.2% | +4.5% | +5.6% |
| 30D | +13.8% | +2.6% | +11.3% | +13.2% |
| 3M | +9.1% | +7.4% | +1.6% | +7.7% |
| 6M | -24.9% | -0.1% | -24.8% | -25.2% |
| YTD | -8.0% | +9.7% | -17.7% | -9.8% |
| 1Y | +42.9% | +12.1% | +30.8% | +39.6% |
| 3Y | +926.7% | +7.0% | +919.7% | +889.9% |
| All | +234.6% | +49.5% | +185.0% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling