+287.0%
ECHO vs CMS
+650.7%
-363.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.6% | -1.1% | +4.7% | +4.0% |
| 30D | +7.5% | +6.6% | +0.9% | +4.8% |
| 3M | +16.2% | +0.8% | +15.3% | +15.5% |
| 6M | -20.9% | -3.3% | -17.5% | -20.6% |
| YTD | -6.0% | +2.7% | -8.7% | -7.9% |
| 1Y | +43.4% | -4.0% | +47.4% | +43.9% |
| 3Y | +924.0% | +37.6% | +886.5% | +783.5% |
| 5Y | +249.6% | +35.4% | +214.2% | +200.1% |
| 10Y | +151.3% | +136.0% | +15.3% | +62.7% |
| All | +287.0% | +650.7% | -363.7% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling