+240.0%
ECHO vs CPB
+9.8%
+230.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.4% |
| 7D | +3.4% | -8.6% | +12.0% | +4.5% |
| 30D | +2.4% | -7.2% | +9.6% | +3.2% |
| 3M | -28.0% | +0.9% | -28.8% | -28.4% |
| 6M | -21.2% | -11.8% | -9.4% | -20.4% |
| YTD | -17.4% | -19.4% | +2.0% | -15.5% |
| 1Y | +33.6% | -30.4% | +64.0% | +39.1% |
| 3Y | +419.7% | -40.2% | +459.8% | +448.9% |
| 5Y | +241.7% | -39.5% | +281.2% | +256.8% |
| 10Y | +180.8% | -47.4% | +228.1% | +194.3% |
| All | +240.0% | +9.8% | +230.2% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling