+287.0%
ECHO vs CTAS
+3,434.8%
-3,147.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +3.6% | -0.8% | +4.4% | +4.0% |
| 30D | +7.5% | +10.7% | -3.3% | +2.4% |
| 3M | +16.2% | +11.0% | +5.2% | +10.3% |
| 6M | -20.9% | +38.7% | -59.6% | -32.6% |
| YTD | -6.0% | +21.8% | -27.7% | -15.3% |
| 1Y | +43.4% | +23.6% | +19.8% | +28.4% |
| 3Y | +924.0% | +74.9% | +849.1% | +668.9% |
| 5Y | +249.6% | +119.5% | +130.2% | +133.4% |
| 10Y | +151.3% | +820.2% | -668.9% | -17.1% |
| All | +287.0% | +3,434.8% | -3,147.8% | -41.0% |
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