+84.1%
CL vs ECHO
+155.6%
-71.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | -0.8% | +3.6% | -4.4% | -0.9% |
| 30D | +9.5% | +7.5% | +2.1% | +9.2% |
| 3M | +6.8% | +16.2% | -9.4% | +6.2% |
| 6M | +14.3% | -20.9% | +35.1% | +14.9% |
| YTD | +27.0% | -6.0% | +33.0% | +26.7% |
| 1Y | +26.3% | +43.4% | -17.1% | +24.1% |
| 3Y | +39.3% | +924.0% | -884.8% | +17.9% |
| 5Y | +41.5% | +249.6% | -208.1% | +31.4% |
| 10Y | +84.1% | +151.3% | -67.2% | +76.4% |
| All | +84.1% | +155.6% | -71.5% | +76.4% |
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