+34.2%
ECHO vs CNP
+8.7%
+25.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -4.1% |
| 7D | +4.6% | -1.3% | +5.9% | +4.3% |
| 30D | +0.4% | +8.7% | -8.3% | +2.6% |
| 3M | +7.7% | -0.7% | +8.4% | +6.4% |
| 6M | -18.0% | -4.2% | -13.9% | -19.4% |
| YTD | -9.3% | +8.9% | -18.1% | -4.5% |
| 1Y | +34.2% | +8.3% | +25.9% | +41.5% |
| All | +34.2% | +8.7% | +25.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling