+241.6%
ECHO vs CMS
+23.4%
+218.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +2.4% | -3.6% | +6.0% | +3.2% |
| 3M | -28.0% | -1.9% | -26.0% | -28.0% |
| 6M | -21.2% | -11.0% | -10.3% | -19.2% |
| YTD | -17.4% | +0.2% | -17.6% | -18.1% |
| 1Y | +33.6% | -1.3% | +34.9% | +32.6% |
| 3Y | +419.7% | +35.9% | +383.7% | +353.4% |
| All | +241.6% | +23.4% | +218.1% | +203.6% |
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