+1.9%
CCL vs ECHO
+256.8%
-254.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.9% | -2.8% | +1.7% |
| 7D | +3.1% | +3.0% | 0.0% | +1.7% |
| 30D | +17.5% | +6.7% | +10.8% | +14.2% |
| 3M | +6.8% | +12.4% | -5.6% | +1.7% |
| 6M | +18.7% | -20.4% | +39.1% | +25.8% |
| YTD | +3.0% | -6.9% | +9.9% | +1.0% |
| 1Y | +17.7% | +37.7% | -20.0% | -0.7% |
| 3Y | +155.6% | +902.9% | -747.3% | -39.3% |
| 5Y | +30.2% | +275.3% | -245.2% | -50.1% |
| 10Y | -28.5% | +159.0% | -187.5% | -65.5% |
| All | +1.9% | +256.8% | -254.9% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling