+37.2%
ECHO vs CPB
-20.9%
+58.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.2% | +8.1% | +6.7% |
| 7D | +3.0% | +3.3% | -0.2% | +3.7% |
| 30D | +6.7% | +19.0% | -12.3% | +9.9% |
| 3M | +12.4% | +0.4% | +11.9% | +14.3% |
| 6M | -20.4% | +13.0% | -33.4% | -18.7% |
| YTD | -6.9% | -12.7% | +5.8% | -5.5% |
| All | +37.2% | -20.9% | +58.1% | +37.7% |
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