+54.1%
CCL vs ECHO
+436.9%
-382.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -1.9% |
| 7D | -0.1% | +8.6% | -8.7% | -1.3% |
| 30D | -20.0% | +3.8% | -23.7% | -20.4% |
| 3M | -13.7% | -19.9% | +6.2% | -11.2% |
| 6M | -9.0% | -12.1% | +3.0% | -7.9% |
| YTD | -22.8% | -14.1% | -8.8% | -22.1% |
| 1Y | -25.3% | +15.9% | -41.2% | -27.9% |
| 3Y | +54.1% | +417.8% | -363.8% | +8.1% |
| All | +54.1% | +436.9% | -382.8% | +8.1% |
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 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