+260.6%
ECHO vs CMI
+163.4%
+97.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.0% |
| 7D | +2.3% | +0.8% | +1.5% | +1.8% |
| 30D | +4.4% | -12.8% | +17.2% | +11.8% |
| 3M | -20.3% | -12.4% | -7.9% | -15.6% |
| 6M | -15.3% | -0.9% | -14.5% | -16.7% |
| YTD | -15.5% | +8.9% | -24.4% | -21.6% |
| 1Y | +15.0% | +37.7% | -22.7% | -6.7% |
| 3Y | +409.1% | +148.9% | +260.3% | +187.9% |
| 5Y | +260.6% | +164.4% | +96.3% | +92.9% |
| All | +260.6% | +163.4% | +97.2% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling