+15.9%
ECHO vs CNP
+9.0%
+6.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +4.4% |
| 7D | +8.6% | +1.6% | +6.9% | +9.2% |
| 30D | +3.8% | -0.8% | +4.5% | +3.4% |
| 3M | -19.9% | -3.6% | -16.3% | -20.8% |
| 6M | -12.1% | -6.9% | -5.1% | -14.0% |
| YTD | -14.1% | +6.4% | -20.5% | -10.9% |
| 1Y | +15.9% | +9.9% | +5.9% | +22.8% |
| All | +15.9% | +9.0% | +6.8% | +22.8% |
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