+38.3%
CL vs ECHO
+922.0%
-883.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | -0.8% | +3.6% | -4.4% | -0.8% |
| 30D | +9.5% | +7.5% | +2.1% | +9.6% |
| 3M | +6.8% | +16.2% | -9.4% | +6.8% |
| 6M | +14.3% | -20.9% | +35.1% | +14.4% |
| YTD | +27.0% | -6.0% | +33.0% | +27.1% |
| 1Y | +26.3% | +43.4% | -17.1% | +26.4% |
| All | +38.3% | +922.0% | -883.7% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling