+251.0%
ECHO vs CTVA
+103.5%
+147.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | +5.3% | -5.8% | +11.1% | +7.9% |
| 30D | +2.4% | +11.1% | -8.6% | -2.4% |
| 3M | -21.8% | +13.2% | -35.0% | -27.0% |
| 6M | -16.9% | +8.7% | -25.6% | -21.3% |
| YTD | -16.0% | +27.3% | -43.3% | -26.2% |
| 1Y | +9.3% | +18.0% | -8.7% | -1.1% |
| 3Y | +406.2% | +76.5% | +329.7% | +284.0% |
| 5Y | +251.0% | +105.1% | +145.9% | +152.1% |
| All | +251.0% | +103.5% | +147.5% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling