+34.2%
ECHO vs CP
+35.2%
-1.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.7% | -3.8% |
| 7D | +4.6% | +5.6% | -1.0% | +3.7% |
| 30D | +0.4% | +10.0% | -9.6% | -1.6% |
| 3M | +7.7% | +4.4% | +3.3% | +6.8% |
| 6M | -18.0% | +14.1% | -32.1% | -21.2% |
| YTD | -9.3% | +29.1% | -38.3% | -11.9% |
| 1Y | +34.2% | +34.6% | -0.3% | +27.8% |
| All | +34.2% | +35.2% | -1.0% | +27.8% |
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