+943.7%
ECHO vs CTAS
+74.6%
+869.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +9.8% | +11.3% | -1.5% | +6.0% |
| 3M | +16.8% | +11.4% | +5.4% | +12.5% |
| 6M | -18.1% | +35.6% | -53.7% | -27.5% |
| YTD | -4.2% | +20.7% | -24.9% | -11.2% |
| 1Y | +41.2% | +22.8% | +18.4% | +29.8% |
| 3Y | +943.7% | +73.4% | +870.3% | +738.8% |
| All | +943.7% | +74.6% | +869.1% | +738.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling