+829.5%
ECHO vs CVE
+59.0%
+770.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.6% | +4.4% | -2.1% |
| 7D | +4.6% | -12.1% | +16.7% | +6.6% |
| 30D | +0.4% | -9.8% | +10.2% | +1.9% |
| 3M | +7.7% | -0.7% | +8.4% | +7.4% |
| 6M | -18.0% | -4.3% | -13.7% | -18.0% |
| YTD | -9.3% | +70.6% | -79.9% | -19.3% |
| 1Y | +34.2% | +73.2% | -38.9% | +18.8% |
| All | +829.5% | +59.0% | +770.5% | +692.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling