+183.7%
ECHO vs CVE
+159.5%
+24.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +3.4% | +2.5% | +0.9% | +2.9% |
| 30D | +2.4% | +16.7% | -14.4% | -1.0% |
| 3M | -28.0% | +9.3% | -37.2% | -29.5% |
| 6M | -21.2% | +43.6% | -64.8% | -27.7% |
| YTD | -17.4% | +93.6% | -111.0% | -28.9% |
| 1Y | +33.6% | +98.8% | -65.2% | +13.9% |
| 3Y | +419.7% | +73.6% | +346.1% | +346.6% |
| 5Y | +241.7% | +312.5% | -70.8% | +136.0% |
| All | +183.7% | +159.5% | +24.2% | +74.4% |
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