+240.0%
ECHO vs CI
+486.1%
-246.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | +2.4% | +4.4% | -2.1% | +1.2% |
| 3M | -28.0% | +0.7% | -28.6% | -28.3% |
| 6M | -21.2% | +0.3% | -21.6% | -21.7% |
| YTD | -17.4% | +3.8% | -21.2% | -18.8% |
| 1Y | +33.6% | -5.5% | +39.1% | +33.3% |
| 3Y | +419.7% | +8.1% | +411.6% | +388.4% |
| 5Y | +241.7% | +42.8% | +198.9% | +193.0% |
| 10Y | +180.8% | +143.9% | +36.9% | +100.6% |
| All | +240.0% | +486.1% | -246.1% | +43.3% |
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