+241.6%
ECHO vs CSGP
-64.7%
+306.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +3.4% | -4.1% | +7.5% | +4.3% |
| 30D | +2.4% | +2.3% | 0.0% | +1.5% |
| 3M | -28.0% | -8.2% | -19.8% | -27.1% |
| 6M | -21.2% | -35.1% | +13.8% | -13.2% |
| YTD | -17.4% | -54.0% | +36.6% | -0.6% |
| 1Y | +33.6% | -65.3% | +98.9% | +72.6% |
| 3Y | +419.7% | -62.6% | +482.2% | +546.0% |
| All | +241.6% | -64.7% | +306.3% | +340.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling