+253.7%
ECHO vs CNI
+634.1%
-380.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +8.6% | +2.5% | +6.1% | +7.2% |
| 30D | +3.8% | -2.5% | +6.3% | +5.1% |
| 3M | -19.9% | +2.7% | -22.6% | -21.4% |
| 6M | -12.1% | +16.9% | -29.0% | -19.6% |
| YTD | -14.1% | +26.3% | -40.4% | -24.8% |
| 1Y | +15.9% | +31.1% | -15.2% | -1.1% |
| 3Y | +417.8% | +21.1% | +396.8% | +359.4% |
| 5Y | +259.3% | +11.0% | +248.3% | +227.2% |
| 10Y | +192.7% | +128.1% | +64.6% | +79.1% |
| All | +253.7% | +634.1% | -380.3% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling