+40.9%
ECHO vs CPB
-25.8%
+66.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -4.2% |
| 7D | +9.1% | -5.8% | +14.9% | +8.0% |
| 30D | +7.2% | +16.5% | -9.3% | +9.6% |
| 3M | +6.1% | -1.1% | +7.2% | +7.2% |
| 6M | -24.2% | +11.5% | -35.6% | -23.3% |
| YTD | -9.7% | -15.7% | +6.0% | -8.2% |
| 1Y | +40.9% | -24.7% | +65.6% | +42.7% |
| All | +40.9% | -25.8% | +66.8% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling