+159.8%
ECHO vs CP
+255.2%
-95.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | +2.2% | +2.8% | -0.6% | +0.7% |
| 30D | +9.8% | +11.0% | -1.2% | +3.7% |
| 3M | +16.8% | +3.8% | +13.0% | +14.1% |
| 6M | -18.1% | +9.5% | -27.6% | -22.7% |
| YTD | -4.2% | +28.2% | -32.4% | -17.3% |
| 1Y | +41.2% | +33.0% | +8.3% | +19.5% |
| 3Y | +943.7% | +35.5% | +908.1% | +773.0% |
| 5Y | +277.5% | +25.8% | +251.7% | +221.2% |
| 10Y | +159.8% | +250.7% | -91.0% | +41.5% |
| All | +159.8% | +255.2% | -95.4% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling