+240.0%
ECHO vs CP
+772.6%
-532.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | -2.7% | +6.1% | +4.6% |
| 30D | +2.4% | +0.2% | +2.2% | +2.2% |
| 3M | -28.0% | +2.6% | -30.5% | -29.0% |
| 6M | -21.2% | +6.0% | -27.2% | -23.6% |
| YTD | -17.4% | +24.9% | -42.3% | -25.9% |
| 1Y | +33.6% | +20.1% | +13.5% | +21.7% |
| 3Y | +419.7% | +16.4% | +403.3% | +379.7% |
| 5Y | +241.7% | +31.7% | +210.0% | +194.6% |
| 10Y | +180.8% | +223.9% | -43.1% | +63.6% |
| All | +240.0% | +772.6% | -532.6% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling