+42.9%
ECHO vs CTVA
-4.9%
+47.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.7% |
| 7D | +5.7% | -20.8% | +26.4% | +7.3% |
| 30D | +13.8% | -29.6% | +43.4% | +15.9% |
| 3M | +9.1% | -16.9% | +26.0% | +9.5% |
| 6M | -24.9% | -24.3% | -0.7% | -23.5% |
| YTD | -8.0% | -5.6% | -2.4% | -10.0% |
| 1Y | +42.9% | -4.2% | +47.1% | +40.4% |
| All | +42.9% | -4.9% | +47.8% | +40.4% |
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