+3.5%
CCL vs ECHO
+255.2%
-251.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.3% | -2.1% |
| 7D | -0.1% | +8.6% | -8.7% | -1.8% |
| 30D | -20.0% | +3.8% | -23.7% | -20.6% |
| 3M | -13.7% | -19.9% | +6.2% | -10.3% |
| 6M | -9.0% | -12.1% | +3.0% | -7.6% |
| YTD | -22.8% | -14.1% | -8.8% | -21.9% |
| 1Y | -25.3% | +15.9% | -41.2% | -29.1% |
| 3Y | +54.1% | +417.8% | -363.8% | -12.8% |
| 5Y | +3.5% | +259.3% | -255.8% | -26.8% |
| All | +3.5% | +255.2% | -251.7% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling