+192.5%
ECHO vs CRS
+1,392.1%
-1,199.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +3.7% | -6.8% | +10.5% | +5.9% |
| 30D | +0.7% | -16.1% | +16.8% | +6.3% |
| 3M | -27.3% | -21.2% | -6.1% | -22.1% |
| 6M | -17.0% | +8.7% | -25.7% | -20.2% |
| YTD | -14.3% | +41.0% | -55.3% | -24.8% |
| 1Y | +20.9% | +82.7% | -61.8% | -4.0% |
| 3Y | +423.0% | +604.8% | -181.8% | +160.2% |
| 5Y | +265.7% | +1,384.7% | -1,119.0% | +37.3% |
| All | +192.5% | +1,392.1% | -1,199.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling