+227.2%
ECHO vs CYCU
-99.9%
+327.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.2% |
| 7D | +4.6% | +1.2% | +3.4% | +4.6% |
| 30D | +0.4% | -31.5% | +31.9% | +0.8% |
| 3M | +7.7% | -62.0% | +69.7% | +8.5% |
| 6M | -18.0% | -67.4% | +49.4% | -17.1% |
| YTD | -9.3% | -88.6% | +79.3% | -4.9% |
| 1Y | +34.2% | -88.5% | +122.7% | +37.2% |
| All | +227.2% | -99.9% | +327.1% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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