+907.5%
ECHO vs CMS
+37.0%
+870.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.0% |
| 7D | +9.1% | -1.3% | +10.4% | +9.2% |
| 30D | +7.2% | +5.3% | +1.9% | +6.8% |
| 3M | +6.1% | -0.3% | +6.4% | +6.1% |
| 6M | -24.2% | -4.0% | -20.1% | -24.0% |
| YTD | -9.7% | +2.1% | -11.9% | -10.5% |
| 1Y | +40.9% | -4.7% | +45.6% | +41.7% |
| All | +907.5% | +37.0% | +870.5% | +677.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling