+14.2%
CCL vs ECHO
+45.5%
-31.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -1.2% | +5.7% | -6.9% | -2.2% |
| 30D | +13.1% | +13.8% | -0.7% | +10.2% |
| 3M | +3.4% | +9.1% | -5.7% | +1.4% |
| 6M | +18.7% | -24.9% | +43.7% | +22.7% |
| YTD | -2.3% | -8.0% | +5.7% | -3.3% |
| 1Y | +14.2% | +42.9% | -28.7% | +9.1% |
| All | +14.2% | +45.5% | -31.3% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling