+259.3%
ECHO vs CNP
+76.4%
+182.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | +8.6% | +1.6% | +6.9% | +8.1% |
| 30D | +3.8% | -0.8% | +4.5% | +4.0% |
| 3M | -19.9% | -3.6% | -16.3% | -19.4% |
| 6M | -12.1% | -6.9% | -5.1% | -10.8% |
| YTD | -14.1% | +6.4% | -20.5% | -16.7% |
| 1Y | +15.9% | +9.9% | +5.9% | +10.7% |
| 3Y | +417.8% | +53.1% | +364.8% | +322.9% |
| 5Y | +259.3% | +72.0% | +187.4% | +177.6% |
| All | +259.3% | +76.4% | +182.9% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling