+791.8%
ECHO vs CP
+26.5%
+765.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -2.7% |
| 7D | -2.4% | +2.8% | -5.2% | -4.1% |
| 30D | -3.1% | +10.2% | -13.4% | -9.2% |
| 3M | +8.7% | +2.4% | +6.4% | +6.6% |
| 6M | -24.8% | +7.7% | -32.4% | -29.3% |
| YTD | -13.0% | +26.0% | -38.9% | -27.5% |
| 1Y | +33.9% | +34.6% | -0.7% | +5.6% |
| 3Y | +791.8% | +26.7% | +765.1% | +611.7% |
| All | +791.8% | +26.5% | +765.3% | +611.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling