+262.5%
ECHO vs CSGP
-63.4%
+325.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.2% | +2.2% | -3.0% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | -3.1% | +10.7% | -13.8% | -6.3% |
| 3M | +8.7% | +3.3% | +5.4% | +6.3% |
| 6M | -24.8% | -10.3% | -14.4% | -24.6% |
| YTD | -13.0% | -54.6% | +41.6% | +4.3% |
| 1Y | +33.9% | -54.6% | +88.6% | +60.4% |
| 3Y | +791.8% | -60.3% | +852.1% | +989.9% |
| All | +262.5% | -63.4% | +325.9% | +377.6% |
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