+251.0%
ECHO vs CRS
+1,446.1%
-1,195.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +5.3% | -0.5% | +5.9% | +5.4% |
| 30D | +2.4% | -18.1% | +20.5% | +8.8% |
| 3M | -21.8% | -12.4% | -9.4% | -18.8% |
| 6M | -16.9% | +15.9% | -32.9% | -21.6% |
| YTD | -16.0% | +45.8% | -61.8% | -26.8% |
| 1Y | +9.3% | +87.8% | -78.5% | -14.1% |
| 3Y | +406.2% | +648.7% | -242.5% | +142.1% |
| 5Y | +251.0% | +1,416.6% | -1,165.7% | +33.1% |
| All | +251.0% | +1,446.1% | -1,195.1% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling