+76.3%
CL vs ECHO
+168.8%
-92.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.9% | -5.5% | +1.2% |
| 7D | +0.5% | +3.0% | -2.5% | +0.4% |
| 30D | +11.6% | +6.7% | +4.9% | +11.3% |
| 3M | +5.6% | +12.4% | -6.8% | +5.1% |
| 6M | +13.2% | -20.4% | +33.6% | +13.8% |
| YTD | +26.9% | -6.9% | +33.8% | +26.7% |
| 1Y | +27.3% | +37.7% | -10.4% | +25.3% |
| 3Y | +39.7% | +902.9% | -863.2% | +18.7% |
| 5Y | +41.3% | +275.3% | -234.0% | +30.0% |
| 10Y | +76.3% | +159.0% | -82.7% | +73.7% |
| All | +76.3% | +168.8% | -92.5% | +73.7% |
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