+151.3%
ECHO vs CSGP
+65.4%
+85.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.6% | -7.1% | +10.7% | +5.2% |
| 30D | +7.5% | +3.6% | +3.8% | +5.2% |
| 3M | +16.2% | -2.7% | +18.9% | +14.7% |
| 6M | -20.9% | -8.0% | -12.8% | -21.4% |
| YTD | -6.0% | -55.0% | +49.0% | +13.0% |
| 1Y | +43.4% | -55.8% | +99.1% | +73.0% |
| 3Y | +924.0% | -62.0% | +986.0% | +1,167.8% |
| 5Y | +249.6% | -62.9% | +312.6% | +328.9% |
| 10Y | +151.3% | +62.6% | +88.7% | +111.3% |
| All | +151.3% | +65.4% | +85.9% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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