+501.9%
ECHO vs CVE
+67.4%
+434.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.6% | +4.4% | -1.5% |
| 7D | +4.6% | -12.1% | +16.7% | +7.6% |
| 30D | +0.4% | -9.8% | +10.2% | +2.6% |
| 3M | +7.7% | -0.7% | +8.4% | +7.3% |
| 6M | -18.0% | -4.3% | -13.7% | -18.1% |
| YTD | -9.3% | +70.6% | -79.9% | -21.2% |
| 1Y | +34.2% | +73.2% | -38.9% | +16.0% |
| 3Y | +538.7% | +60.3% | +478.4% | +448.9% |
| 5Y | +279.9% | +159.3% | +120.6% | +179.9% |
| 10Y | +168.2% | +147.4% | +20.7% | +67.6% |
| All | +501.9% | +67.4% | +434.5% | +313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling