+192.7%
ECHO vs CMS
+117.1%
+75.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +8.6% | +1.2% | +7.4% | +8.3% |
| 30D | +3.8% | -3.2% | +6.9% | +4.6% |
| 3M | -19.9% | -2.2% | -17.7% | -19.7% |
| 6M | -12.1% | -9.4% | -2.6% | -10.2% |
| YTD | -14.1% | +0.7% | -14.7% | -14.7% |
| 1Y | +15.9% | +0.4% | +15.5% | +14.8% |
| 3Y | +417.8% | +35.2% | +382.7% | +365.7% |
| 5Y | +259.3% | +24.1% | +235.2% | +228.5% |
| 10Y | +192.7% | +115.8% | +76.9% | +162.5% |
| All | +192.7% | +117.1% | +75.6% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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