+160.6%
ECHO vs CTVA
+210.9%
-50.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.3% | -4.7% | +7.0% | +4.2% |
| 30D | +4.4% | +11.1% | -6.7% | -0.2% |
| 3M | -20.3% | +13.7% | -34.0% | -25.2% |
| 6M | -15.3% | +11.2% | -26.6% | -20.1% |
| YTD | -15.5% | +26.9% | -42.4% | -24.6% |
| 1Y | +15.0% | +18.8% | -3.8% | +4.8% |
| 3Y | +409.1% | +75.9% | +333.2% | +295.1% |
| 5Y | +260.6% | +105.2% | +155.4% | +161.1% |
| All | +160.6% | +210.9% | -50.3% | +50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling