+144.9%
ECHO vs CVE
+149.3%
-4.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +5.7% | +5.9% | -0.3% | +4.4% |
| 30D | +13.8% | -10.9% | +24.7% | +16.4% |
| 3M | +9.1% | -4.5% | +13.6% | +9.7% |
| 6M | -24.9% | -1.0% | -24.0% | -25.4% |
| YTD | -8.0% | +74.7% | -82.7% | -19.4% |
| 1Y | +42.9% | +65.8% | -22.9% | +26.5% |
| 3Y | +926.7% | +73.2% | +853.5% | +779.6% |
| 5Y | +230.4% | +155.6% | +74.8% | +152.5% |
| All | +144.9% | +149.3% | -4.4% | +48.6% |
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