+41.2%
ECHO vs CMS
-0.8%
+42.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +3.0% |
| 7D | +2.2% | +0.5% | +1.7% | +2.4% |
| 30D | +9.8% | +7.4% | +2.4% | +12.1% |
| 3M | +16.8% | +1.9% | +15.0% | +17.5% |
| 6M | -18.1% | -2.3% | -15.7% | -18.6% |
| YTD | -4.2% | +3.0% | -7.1% | -0.4% |
| 1Y | +41.2% | -2.8% | +44.0% | +41.9% |
| All | +41.2% | -0.8% | +42.0% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling