+829.5%
ECHO vs CSGP
-57.8%
+887.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -3.8% |
| 7D | +4.6% | +18.3% | -13.7% | +2.1% |
| 30D | +0.4% | +17.8% | -17.4% | -3.5% |
| 3M | +7.7% | +9.3% | -1.6% | +4.6% |
| 6M | -18.0% | -7.9% | -10.1% | -17.3% |
| YTD | -9.3% | -51.5% | +42.3% | +12.1% |
| 1Y | +34.2% | -53.3% | +87.5% | +67.8% |
| All | +829.5% | -57.8% | +887.3% | +1,032.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling