+84.9%
CL vs ECHO
+163.9%
-79.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | +0.1% |
| 7D | +2.6% | +2.2% | +0.4% | +2.5% |
| 30D | +11.8% | +9.8% | +1.9% | +11.4% |
| 3M | +5.9% | +16.8% | -10.9% | +5.3% |
| 6M | +13.3% | -18.1% | +31.4% | +13.8% |
| YTD | +27.1% | -4.2% | +31.3% | +26.8% |
| 1Y | +28.0% | +41.2% | -13.2% | +25.9% |
| 3Y | +39.4% | +943.7% | -904.3% | +17.9% |
| 5Y | +40.8% | +277.5% | -236.8% | +29.6% |
| 10Y | +84.9% | +159.8% | -74.9% | +76.3% |
| All | +84.9% | +163.9% | -79.0% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling