+42.9%
ECHO vs CVE
+62.9%
-20.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +5.7% | +5.9% | -0.3% | +5.0% |
| 30D | +13.8% | -10.9% | +24.7% | +14.9% |
| 3M | +9.1% | -4.5% | +13.6% | +9.3% |
| 6M | -24.9% | -1.0% | -24.0% | -25.1% |
| YTD | -8.0% | +74.7% | -82.7% | -17.8% |
| 1Y | +42.9% | +65.8% | -22.9% | +29.5% |
| All | +42.9% | +62.9% | -20.0% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling