+262.5%
ECHO vs CPB
-31.3%
+293.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.1% |
| 7D | -2.4% | +8.0% | -10.4% | -1.8% |
| 30D | -3.1% | +22.4% | -25.5% | -1.8% |
| 3M | +8.7% | +2.5% | +6.2% | +9.5% |
| 6M | -24.8% | +12.2% | -37.0% | -24.0% |
| YTD | -13.0% | -12.8% | -0.1% | -12.6% |
| 1Y | +33.9% | -19.2% | +53.1% | +34.2% |
| 3Y | +791.8% | -35.6% | +827.4% | +803.0% |
| All | +262.5% | -31.3% | +293.9% | +243.0% |
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