+258.3%
ECHO vs CP
+779.9%
-521.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.0% |
| 7D | -2.4% | +2.8% | -5.2% | -3.7% |
| 30D | -3.1% | +10.2% | -13.4% | -7.5% |
| 3M | +8.7% | +2.4% | +6.4% | +7.2% |
| 6M | -24.8% | +7.7% | -32.4% | -27.8% |
| YTD | -13.0% | +26.0% | -38.9% | -22.4% |
| 1Y | +33.9% | +34.6% | -0.7% | +15.9% |
| 3Y | +791.8% | +26.7% | +765.1% | +691.2% |
| 5Y | +261.7% | +24.9% | +236.8% | +218.4% |
| 10Y | +157.3% | +258.6% | -101.3% | +43.8% |
| All | +258.3% | +779.9% | -521.7% | +14.7% |
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 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