+258.3%
ECHO vs CI
+512.5%
-254.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +5.9% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | -3.1% | +5.4% | -8.6% | -4.8% |
| 3M | +8.7% | +7.3% | +1.5% | +6.3% |
| 6M | -24.8% | +5.3% | -30.1% | -26.4% |
| YTD | -13.0% | +8.5% | -21.4% | -15.8% |
| 1Y | +33.9% | +17.1% | +16.8% | +26.7% |
| 3Y | +791.8% | +1.4% | +790.4% | +750.4% |
| 5Y | +261.7% | +50.5% | +211.2% | +204.7% |
| 10Y | +157.3% | +168.5% | -11.2% | +78.7% |
| All | +258.3% | +512.5% | -254.2% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling