+240.0%
ECHO vs CSGP
+556.5%
-316.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | +3.4% | -4.1% | +7.5% | +4.7% |
| 30D | +2.4% | +2.3% | 0.0% | +1.2% |
| 3M | -28.0% | -8.2% | -19.8% | -27.1% |
| 6M | -21.2% | -35.1% | +13.8% | -11.7% |
| YTD | -17.4% | -54.0% | +36.6% | +2.5% |
| 1Y | +33.6% | -65.3% | +98.9% | +80.4% |
| 3Y | +419.7% | -62.6% | +482.2% | +574.4% |
| 5Y | +241.7% | -64.8% | +306.5% | +337.1% |
| 10Y | +180.8% | +45.1% | +135.7% | +107.4% |
| All | +240.0% | +556.5% | -316.5% | +22.2% |
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