+152.2%
ECHO vs CNH
+64.7%
+87.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.5% |
| 7D | +3.4% | +23.3% | -19.9% | -4.8% |
| 30D | +2.4% | +33.5% | -31.1% | -9.0% |
| 3M | -28.0% | +32.7% | -60.7% | -36.3% |
| 6M | -21.2% | +22.2% | -43.4% | -28.7% |
| YTD | -17.4% | +57.7% | -75.1% | -32.9% |
| 1Y | +33.6% | +28.0% | +5.6% | +17.3% |
| 3Y | +419.7% | +11.5% | +408.1% | +373.5% |
| 5Y | +241.7% | +11.9% | +229.8% | +202.1% |
| 10Y | +180.8% | +162.8% | +18.0% | +77.6% |
| All | +152.2% | +64.7% | +87.5% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling