-41.7%
CCL vs ECHO
+187.5%
-229.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.4% |
| 7D | -4.4% | +5.3% | -9.7% | -6.0% |
| 30D | -18.2% | +2.4% | -20.6% | -18.9% |
| 3M | -17.7% | -21.8% | +4.1% | -11.8% |
| 6M | -13.0% | -16.9% | +3.9% | -9.4% |
| YTD | -24.5% | -16.0% | -8.5% | -22.8% |
| 1Y | -26.9% | +9.3% | -36.2% | -32.4% |
| 3Y | +50.8% | +406.2% | -355.5% | -49.4% |
| 5Y | -0.9% | +251.0% | -251.9% | -58.6% |
| 10Y | -41.7% | +191.3% | -232.9% | -66.4% |
| All | -41.7% | +187.5% | -229.2% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 10y: compounded portfolio wealth divided by compounded ECHO 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…
10y analysis · Full analysis span regression · 6 months rolling