+192.5%
ECHO vs CNI
+138.2%
+54.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | +3.7% | -0.4% | +4.1% | +3.9% |
| 30D | +0.7% | -2.7% | +3.4% | +2.2% |
| 3M | -27.3% | +3.9% | -31.2% | -29.2% |
| 6M | -17.0% | +16.4% | -33.3% | -24.3% |
| YTD | -14.3% | +25.8% | -40.1% | -25.5% |
| 1Y | +20.9% | +32.4% | -11.5% | +1.6% |
| 3Y | +423.0% | +19.1% | +403.9% | +363.8% |
| 5Y | +265.7% | +13.6% | +252.1% | +224.8% |
| All | +192.5% | +138.2% | +54.2% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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