+33.6%
ECHO vs CTVA
+22.4%
+11.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +3.4% | +4.9% | -1.5% | +3.1% |
| 30D | +2.4% | +11.9% | -9.6% | +1.6% |
| 3M | -28.0% | +13.7% | -41.6% | -28.9% |
| 6M | -21.2% | +13.1% | -34.4% | -22.3% |
| YTD | -17.4% | +32.0% | -49.3% | -19.1% |
| 1Y | +33.6% | +22.1% | +11.5% | +31.0% |
| All | +33.6% | +22.4% | +11.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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