+144.9%
ECHO vs CPB
-38.9%
+183.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.9% |
| 7D | +5.7% | -1.6% | +7.2% | +5.7% |
| 30D | +13.8% | +19.2% | -5.4% | +13.7% |
| 3M | +9.1% | -0.9% | +10.0% | +9.3% |
| 6M | -24.9% | +15.2% | -40.2% | -25.1% |
| YTD | -8.0% | -13.1% | +5.1% | -7.5% |
| 1Y | +42.9% | -22.4% | +65.3% | +44.1% |
| 3Y | +926.7% | -35.3% | +962.0% | +945.1% |
| 5Y | +230.4% | -33.0% | +263.3% | +234.9% |
| All | +144.9% | -38.9% | +183.8% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling