+273.4%
ECHO vs CSGP
+592.0%
-318.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -4.4% |
| 7D | +4.6% | +18.3% | -13.7% | -0.5% |
| 30D | +0.4% | +17.8% | -17.4% | -5.8% |
| 3M | +7.7% | +9.3% | -1.6% | +2.5% |
| 6M | -18.0% | -7.9% | -10.1% | -18.8% |
| YTD | -9.3% | -51.5% | +42.3% | +8.9% |
| 1Y | +34.2% | -53.3% | +87.5% | +62.8% |
| 3Y | +538.7% | -57.9% | +596.6% | +686.2% |
| 5Y | +279.9% | -61.3% | +341.2% | +365.4% |
| 10Y | +168.2% | +77.5% | +90.6% | +82.4% |
| All | +273.4% | +592.0% | -318.6% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling