+436.9%
ECHO vs CPAY
+1,524.4%
-1,087.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +5.3% | -2.5% | +7.8% | +6.4% |
| 30D | +2.4% | +1.3% | +1.1% | +1.7% |
| 3M | -21.8% | +13.5% | -35.3% | -26.1% |
| 6M | -16.9% | +24.7% | -41.6% | -24.8% |
| YTD | -16.0% | +34.9% | -50.9% | -27.4% |
| 1Y | +9.3% | +29.7% | -20.4% | -4.3% |
| 3Y | +406.2% | +49.4% | +356.8% | +315.8% |
| 5Y | +251.0% | +53.5% | +197.5% | +179.1% |
| 10Y | +191.3% | +152.5% | +38.8% | +84.0% |
| All | +436.9% | +1,524.4% | -1,087.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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