+253.7%
ECHO vs CMI
+1,247.4%
-993.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +8.6% | +1.9% | +6.7% | +7.8% |
| 30D | +3.8% | -12.5% | +16.3% | +9.2% |
| 3M | -19.9% | -16.2% | -3.7% | -14.8% |
| 6M | -12.1% | +4.9% | -16.9% | -14.5% |
| YTD | -14.1% | +11.1% | -25.2% | -18.6% |
| 1Y | +15.9% | +43.4% | -27.5% | -0.9% |
| 3Y | +417.8% | +154.1% | +263.8% | +255.5% |
| 5Y | +259.3% | +169.5% | +89.8% | +139.3% |
| 10Y | +192.7% | +503.8% | -311.0% | +45.7% |
| All | +253.7% | +1,247.4% | -993.7% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling