+240.0%
ECHO vs CTAS
+3,018.1%
-2,778.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.4% | -1.8% | +5.2% | +4.3% |
| 30D | +2.4% | -0.2% | +2.6% | +2.3% |
| 3M | -28.0% | +11.7% | -39.6% | -32.0% |
| 6M | -21.2% | +0.7% | -22.0% | -22.2% |
| YTD | -17.4% | +7.4% | -24.8% | -20.9% |
| 1Y | +33.6% | -2.1% | +35.7% | +33.2% |
| 3Y | +419.7% | +62.9% | +356.7% | +304.3% |
| 5Y | +241.7% | +111.9% | +129.8% | +131.9% |
| 10Y | +180.8% | +652.2% | -471.4% | +1.7% |
| All | +240.0% | +3,018.1% | -2,778.1% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling