+258.3%
ECHO vs CNP
+390.1%
-131.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.5% |
| 7D | -2.4% | -4.2% | +1.8% | -0.6% |
| 30D | -3.1% | +5.5% | -8.7% | -5.3% |
| 3M | +8.7% | +0.6% | +8.1% | +8.4% |
| 6M | -24.8% | -2.8% | -21.9% | -24.4% |
| YTD | -13.0% | +7.9% | -20.8% | -16.4% |
| 1Y | +33.9% | +6.7% | +27.3% | +28.9% |
| 3Y | +791.8% | +61.1% | +730.7% | +611.9% |
| 5Y | +261.7% | +73.0% | +188.7% | +177.3% |
| 10Y | +157.3% | +141.9% | +15.4% | +59.6% |
| All | +258.3% | +390.1% | -131.8% | +29.4% |
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