+262.5%
ECHO vs CNH
-14.7%
+277.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.5% | +4.2% |
| 7D | -2.4% | -1.7% | -0.7% | -1.6% |
| 30D | -3.1% | -7.2% | +4.1% | -0.6% |
| 3M | +8.7% | +6.5% | +2.2% | +4.3% |
| 6M | -24.8% | +7.9% | -32.6% | -29.0% |
| YTD | -13.0% | +26.6% | -39.5% | -24.8% |
| 1Y | +33.9% | +13.8% | +20.2% | +20.9% |
| 3Y | +791.8% | +9.2% | +782.6% | +692.9% |
| All | +262.5% | -14.7% | +277.2% | +241.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling