-29.4%
CCL vs ECHO
+155.6%
-185.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | -1.5% | +3.6% | -5.2% | -2.8% |
| 30D | +16.5% | +7.5% | +9.0% | +13.2% |
| 3M | +11.2% | +16.2% | -5.0% | +5.2% |
| 6M | +22.6% | -20.9% | +43.5% | +29.6% |
| YTD | +2.6% | -6.0% | +8.6% | +0.5% |
| 1Y | +17.0% | +43.4% | -26.4% | -1.3% |
| 3Y | +145.5% | +924.0% | -778.5% | -44.5% |
| 5Y | +36.1% | +249.6% | -213.5% | -39.0% |
| 10Y | -29.4% | +151.3% | -180.7% | -59.8% |
| All | -29.4% | +155.6% | -185.0% | -59.8% |
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