+140.3%
ECHO vs CMS
+136.3%
+4.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | +9.1% | -1.3% | +10.4% | +9.5% |
| 30D | +7.2% | +5.3% | +1.9% | +5.6% |
| 3M | +6.1% | -0.3% | +6.4% | +6.0% |
| 6M | -24.2% | -4.0% | -20.1% | -23.8% |
| YTD | -9.7% | +2.1% | -11.9% | -10.9% |
| 1Y | +40.9% | -4.7% | +45.6% | +41.7% |
| 3Y | +883.3% | +36.8% | +846.5% | +776.3% |
| 5Y | +224.2% | +34.9% | +189.3% | +189.0% |
| All | +140.3% | +136.3% | +4.0% | +117.4% |
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