+271.6%
ECHO vs CP
+803.1%
-531.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | +9.1% | +0.9% | +8.2% | +8.7% |
| 30D | +7.2% | +10.3% | -3.2% | +2.4% |
| 3M | +6.1% | +2.3% | +3.8% | +4.6% |
| 6M | -24.2% | +10.7% | -34.9% | -28.1% |
| YTD | -9.7% | +29.3% | -39.0% | -20.4% |
| 1Y | +40.9% | +31.5% | +9.5% | +23.3% |
| 3Y | +883.3% | +36.7% | +846.5% | +744.8% |
| 5Y | +224.2% | +26.8% | +197.4% | +183.5% |
| 10Y | +141.3% | +260.1% | -118.8% | +34.5% |
| All | +271.6% | +803.1% | -531.6% | +17.6% |
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