+151.3%
ECHO vs CVE
+144.4%
+6.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.4% |
| 7D | +3.6% | +0.1% | +3.6% | +3.6% |
| 30D | +7.5% | -10.8% | +18.3% | +9.9% |
| 3M | +16.2% | -4.3% | +20.5% | +16.8% |
| 6M | -20.9% | -1.5% | -19.4% | -21.2% |
| YTD | -6.0% | +70.7% | -76.7% | -17.2% |
| 1Y | +43.4% | +58.1% | -14.7% | +28.2% |
| 3Y | +924.0% | +69.8% | +854.2% | +780.9% |
| 5Y | +249.6% | +148.9% | +100.7% | +168.7% |
| 10Y | +151.3% | +143.5% | +7.7% | +53.3% |
| All | +151.3% | +144.4% | +6.9% | +53.3% |
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