+155.6%
CCL vs ECHO
+842.2%
-686.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.9% | -2.8% | +3.2% |
| 7D | +3.1% | +3.0% | 0.0% | +2.5% |
| 30D | +17.5% | +6.7% | +10.8% | +16.2% |
| 3M | +6.8% | +12.4% | -5.6% | +4.8% |
| 6M | +18.7% | -20.4% | +39.1% | +21.6% |
| YTD | +3.0% | -6.9% | +9.9% | +2.6% |
| 1Y | +17.7% | +37.7% | -20.0% | +11.1% |
| 3Y | +155.6% | +902.9% | -747.3% | +64.9% |
| All | +155.6% | +842.2% | -686.6% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling