+240.0%
ECHO vs CNP
+378.1%
-138.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +2.4% | -1.8% | +4.2% | +3.1% |
| 3M | -28.0% | -4.6% | -23.3% | -26.9% |
| 6M | -21.2% | -8.8% | -12.4% | -18.9% |
| YTD | -17.4% | +5.2% | -22.6% | -19.9% |
| 1Y | +33.6% | +8.3% | +25.3% | +27.4% |
| 3Y | +419.7% | +54.9% | +364.8% | +321.8% |
| 5Y | +241.7% | +73.5% | +168.2% | +161.2% |
| 10Y | +180.8% | +139.1% | +41.6% | +74.4% |
| All | +240.0% | +378.1% | -138.1% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling