+191.3%
ECHO vs CTAS
+665.9%
-474.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +5.3% | +1.0% | +4.4% | +4.9% |
| 30D | +2.4% | -1.1% | +3.5% | +2.8% |
| 3M | -21.8% | +11.5% | -33.3% | -26.1% |
| 6M | -16.9% | +0.2% | -17.1% | -17.7% |
| YTD | -16.0% | +7.2% | -23.2% | -19.5% |
| 1Y | +9.3% | 0.0% | +9.3% | +8.0% |
| 3Y | +406.2% | +65.9% | +340.3% | +289.3% |
| 5Y | +251.0% | +109.6% | +141.4% | +138.4% |
| 10Y | +191.3% | +683.8% | -492.5% | +10.3% |
| All | +191.3% | +665.9% | -474.6% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling