+159.0%
ECHO vs CVE
+136.7%
+22.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.4% | +6.8% |
| 7D | +3.0% | -10.1% | +13.1% | +5.3% |
| 30D | +6.7% | -12.1% | +18.8% | +9.5% |
| 3M | +12.4% | -1.9% | +14.3% | +12.4% |
| 6M | -20.4% | -1.8% | -18.6% | -20.7% |
| YTD | -6.9% | +65.8% | -72.7% | -17.5% |
| 1Y | +37.7% | +60.8% | -23.1% | +22.7% |
| 3Y | +902.9% | +70.1% | +832.7% | +762.4% |
| 5Y | +275.3% | +134.8% | +140.6% | +192.1% |
| 10Y | +159.0% | +130.1% | +28.9% | +58.8% |
| All | +159.0% | +136.7% | +22.3% | +58.8% |
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