+159.0%
ECHO vs CNH
+134.0%
+25.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +10.9% | -4.0% | +2.5% |
| 7D | +3.0% | +8.6% | -5.5% | -0.3% |
| 30D | +6.7% | +12.6% | -5.9% | +1.4% |
| 3M | +12.4% | +17.5% | -5.1% | +3.4% |
| 6M | -20.4% | +18.1% | -38.5% | -27.9% |
| YTD | -6.9% | +40.4% | -47.3% | -23.0% |
| 1Y | +37.7% | +34.0% | +3.7% | +16.0% |
| 3Y | +902.9% | +35.3% | +867.6% | +721.2% |
| 5Y | +275.3% | -5.1% | +280.4% | +247.2% |
| 10Y | +159.0% | +124.0% | +35.0% | +71.2% |
| All | +159.0% | +134.0% | +25.1% | +71.2% |
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