+144.9%
ECHO vs CNH
+106.0%
+38.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +5.7% | +3.0% | +2.7% | +4.2% |
| 30D | +13.8% | -0.6% | +14.4% | +13.8% |
| 3M | +9.1% | +14.6% | -5.6% | +1.2% |
| 6M | -24.9% | +11.8% | -36.7% | -30.6% |
| YTD | -8.0% | +30.4% | -38.4% | -21.6% |
| 1Y | +42.9% | +19.1% | +23.8% | +26.6% |
| 3Y | +926.7% | +30.2% | +896.5% | +752.1% |
| 5Y | +230.4% | -17.8% | +248.2% | +224.3% |
| All | +144.9% | +106.0% | +38.9% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling