+34.2%
ECHO vs CTAS
+25.6%
+8.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.6% | -3.5% |
| 7D | +4.6% | +7.6% | -3.0% | +3.8% |
| 30D | +0.4% | +17.2% | -16.8% | -1.8% |
| 3M | +7.7% | +12.8% | -5.1% | +6.0% |
| 6M | -18.0% | +38.0% | -56.0% | -25.4% |
| YTD | -9.3% | +22.7% | -32.0% | -13.7% |
| 1Y | +34.2% | +25.6% | +8.6% | +24.4% |
| All | +34.2% | +25.6% | +8.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling