+240.0%
ECHO vs CMS
+632.2%
-392.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -28.0% | -1.9% | -26.0% | -27.8% |
| 6M | -21.2% | -11.0% | -10.3% | -18.4% |
| YTD | -17.4% | +0.2% | -17.6% | -18.1% |
| 1Y | +33.6% | -1.3% | +34.9% | +32.7% |
| 3Y | +419.7% | +35.9% | +383.7% | +352.0% |
| 5Y | +241.7% | +23.1% | +218.6% | +204.7% |
| 10Y | +180.8% | +117.9% | +62.8% | +88.2% |
| All | +240.0% | +632.2% | -392.2% | -6.7% |
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