+423.0%
ECHO vs CRBG
+122.1%
+300.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | +3.7% | +0.6% | +3.1% | +3.4% |
| 30D | +0.7% | +2.6% | -1.9% | -0.5% |
| 3M | -27.3% | +24.0% | -51.3% | -34.1% |
| 6M | -17.0% | +50.5% | -67.5% | -31.6% |
| YTD | -14.3% | +17.1% | -31.5% | -21.1% |
| 1Y | +20.9% | +5.9% | +15.0% | +17.0% |
| 3Y | +423.0% | +122.7% | +300.2% | +190.0% |
| All | +423.0% | +122.1% | +300.8% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 3y: compounded portfolio wealth divided by compounded CRBG 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…
3y analysis · Full analysis span regression · 6 months rolling