+192.5%
ECHO vs CMI
+516.5%
-324.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.8% |
| 7D | +3.7% | -0.7% | +4.4% | +4.1% |
| 30D | +0.7% | -12.4% | +13.1% | +7.6% |
| 3M | -27.3% | -14.8% | -12.5% | -21.9% |
| 6M | -17.0% | +0.8% | -17.8% | -18.8% |
| YTD | -14.3% | +10.2% | -24.5% | -20.6% |
| 1Y | +20.9% | +37.4% | -16.5% | -0.8% |
| 3Y | +423.0% | +153.3% | +269.7% | +205.3% |
| 5Y | +265.7% | +167.6% | +98.1% | +104.0% |
| All | +192.5% | +516.5% | -324.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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