+154.7%
ECHO vs CTVA
+223.3%
-68.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +3.4% | +4.9% | -1.5% | +1.3% |
| 30D | +2.4% | +11.9% | -9.6% | -2.4% |
| 3M | -28.0% | +13.7% | -41.6% | -32.3% |
| 6M | -21.2% | +13.1% | -34.4% | -26.1% |
| YTD | -17.4% | +32.0% | -49.3% | -27.3% |
| 1Y | +33.6% | +22.1% | +11.5% | +20.6% |
| 3Y | +419.7% | +77.5% | +342.2% | +302.0% |
| 5Y | +241.7% | +106.3% | +135.4% | +146.8% |
| All | +154.7% | +223.3% | -68.6% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling