+192.7%
ECHO vs CNH
+152.9%
+39.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +6.3% |
| 7D | +8.6% | +8.8% | -0.2% | +4.4% |
| 30D | +3.8% | +24.7% | -20.9% | -6.3% |
| 3M | -19.9% | +27.3% | -47.2% | -28.9% |
| 6M | -12.1% | +23.2% | -35.2% | -21.8% |
| YTD | -14.1% | +48.9% | -63.0% | -30.2% |
| 1Y | +15.9% | +19.4% | -3.5% | +3.1% |
| 3Y | +417.8% | +7.8% | +410.1% | +372.1% |
| 5Y | +259.3% | +8.7% | +250.6% | +214.5% |
| 10Y | +192.7% | +149.5% | +43.2% | +76.8% |
| All | +192.7% | +152.9% | +39.8% | +76.8% |
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