+33.6%
ECHO vs CVE
+99.6%
-66.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +3.4% | +2.5% | +0.9% | +3.2% |
| 30D | +2.4% | +16.7% | -14.4% | +0.9% |
| 3M | -28.0% | +9.3% | -37.2% | -28.5% |
| 6M | -21.2% | +43.6% | -64.8% | -25.2% |
| YTD | -17.4% | +93.6% | -111.0% | -24.4% |
| 1Y | +33.6% | +98.8% | -65.2% | +26.9% |
| All | +33.6% | +99.6% | -66.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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