+224.2%
ECHO vs CVE
+156.5%
+67.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.3% |
| 7D | +9.1% | +4.6% | +4.5% | +8.1% |
| 30D | +7.2% | -12.0% | +19.2% | +9.8% |
| 3M | +6.1% | -3.8% | +9.9% | +6.5% |
| 6M | -24.2% | -2.7% | -21.4% | -24.3% |
| YTD | -9.7% | +73.6% | -83.3% | -20.9% |
| 1Y | +40.9% | +62.0% | -21.1% | +25.2% |
| 3Y | +883.3% | +72.7% | +810.5% | +732.0% |
| 5Y | +224.2% | +153.9% | +70.3% | +140.0% |
| All | +224.2% | +156.5% | +67.6% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling