+234.6%
ECHO vs CMS
+36.3%
+198.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | +5.7% | +1.7% | +4.0% | +5.3% |
| 30D | +13.8% | +6.2% | +7.6% | +12.2% |
| 3M | +9.1% | +0.6% | +8.4% | +8.8% |
| 6M | -24.9% | -1.8% | -23.2% | -25.0% |
| YTD | -8.0% | +3.8% | -11.8% | -9.6% |
| 1Y | +42.9% | -1.8% | +44.7% | +42.6% |
| 3Y | +926.7% | +39.8% | +886.9% | +778.3% |
| All | +234.6% | +36.3% | +198.2% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling