+15.0%
ECHO vs CTAS
-0.4%
+15.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | +4.4% | -3.1% | +7.5% | +5.0% |
| 3M | -20.3% | +10.3% | -30.6% | -23.7% |
| 6M | -15.3% | +1.6% | -17.0% | -16.0% |
| YTD | -15.5% | +6.3% | -21.8% | -18.1% |
| 1Y | +15.0% | -0.5% | +15.4% | +12.5% |
| All | +15.0% | -0.4% | +15.3% | +12.5% |
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