+33.6%
ECHO vs CP
+19.9%
+13.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.4% | -2.7% | +6.1% | +3.8% |
| 30D | +2.4% | +0.2% | +2.2% | +2.3% |
| 3M | -28.0% | +2.6% | -30.5% | -28.3% |
| 6M | -21.2% | +6.0% | -27.2% | -22.9% |
| YTD | -17.4% | +24.9% | -42.3% | -18.1% |
| 1Y | +33.6% | +20.1% | +13.5% | +26.9% |
| All | +33.6% | +19.9% | +13.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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