+262.5%
ECHO vs CMS
+32.6%
+230.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +5.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -3.1% | +6.3% | -9.5% | -4.7% |
| 3M | +8.7% | -2.1% | +10.8% | +9.0% |
| 6M | -24.8% | -5.1% | -19.7% | -24.3% |
| YTD | -13.0% | +1.3% | -14.2% | -14.1% |
| 1Y | +33.9% | -1.4% | +35.3% | +33.1% |
| 3Y | +791.8% | +36.9% | +754.9% | +667.8% |
| All | +262.5% | +32.6% | +230.0% | +218.3% |
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