+191.3%
ECHO vs CNP
+132.2%
+59.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.9% |
| 7D | +5.3% | +0.7% | +4.7% | +5.1% |
| 30D | +2.4% | -0.1% | +2.5% | +2.4% |
| 3M | -21.8% | -5.6% | -16.2% | -20.5% |
| 6M | -16.9% | -7.5% | -9.4% | -15.2% |
| YTD | -16.0% | +5.5% | -21.5% | -18.3% |
| 1Y | +9.3% | +8.3% | +0.9% | +4.8% |
| 3Y | +406.2% | +51.8% | +354.4% | +322.5% |
| 5Y | +251.0% | +69.9% | +181.1% | +178.2% |
| 10Y | +191.3% | +139.9% | +51.3% | +110.0% |
| All | +191.3% | +132.2% | +59.0% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling