+36.4%
ECHO vs CNQ
+63.2%
-26.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.4% | +4.1% | -3.1% |
| 7D | +4.6% | -9.4% | +14.0% | +4.8% |
| 30D | +0.4% | +2.8% | -2.3% | +0.6% |
| 3M | +7.7% | +8.5% | -0.8% | +7.5% |
| 6M | -18.0% | +6.4% | -24.4% | -18.2% |
| YTD | -9.3% | +50.9% | -60.2% | -12.4% |
| All | +36.4% | +63.2% | -26.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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