+241.6%
ECHO vs CPB
-39.5%
+281.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | -0.1% |
| 7D | +3.4% | -8.6% | +12.0% | +3.2% |
| 30D | +2.4% | -7.2% | +9.6% | +2.2% |
| 3M | -28.0% | +0.9% | -28.8% | -28.0% |
| 6M | -21.2% | -11.8% | -9.4% | -21.4% |
| YTD | -17.4% | -19.4% | +2.0% | -17.6% |
| 1Y | +33.6% | -30.4% | +64.0% | +33.2% |
| 3Y | +419.7% | -40.2% | +459.8% | +424.9% |
| All | +241.6% | -39.5% | +281.1% | +217.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling