+240.0%
ECHO vs CRS
+784.2%
-544.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | +2.4% | -16.6% | +19.0% | +8.1% |
| 3M | -28.0% | -3.5% | -24.5% | -27.4% |
| 6M | -21.2% | +15.4% | -36.7% | -25.5% |
| YTD | -17.4% | +51.2% | -68.6% | -28.7% |
| 1Y | +33.6% | +98.3% | -64.7% | +4.3% |
| 3Y | +419.7% | +651.5% | -231.9% | +159.9% |
| 5Y | +241.7% | +1,411.1% | -1,169.4% | +31.7% |
| 10Y | +180.8% | +1,424.3% | -1,243.6% | -6.2% |
| All | +240.0% | +784.2% | -544.2% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling