+159.8%
ECHO vs CVE
+132.7%
+27.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +2.2% | -10.0% | +12.2% | +4.4% |
| 30D | +9.8% | -11.9% | +21.7% | +12.6% |
| 3M | +16.8% | -5.9% | +22.8% | +17.9% |
| 6M | -18.1% | -1.6% | -16.5% | -18.5% |
| YTD | -4.2% | +66.3% | -70.4% | -15.1% |
| 1Y | +41.2% | +57.5% | -16.3% | +26.4% |
| 3Y | +943.7% | +65.4% | +878.3% | +802.9% |
| 5Y | +277.5% | +144.2% | +133.4% | +191.4% |
| 10Y | +159.8% | +135.5% | +24.3% | +59.3% |
| All | +159.8% | +132.7% | +27.1% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling