+257.4%
CL vs ECHO
+216.6%
+40.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | +3.4% | -5.6% | -2.4% |
| 30D | -4.8% | +2.4% | -7.2% | -5.0% |
| 3M | +4.9% | -28.0% | +32.9% | +7.1% |
| 6M | -5.7% | -21.2% | +15.5% | -4.7% |
| YTD | +14.4% | -17.4% | +31.8% | +15.0% |
| 1Y | +8.7% | +33.6% | -24.8% | +5.1% |
| 3Y | +30.0% | +419.7% | -389.7% | +2.6% |
| 5Y | +28.4% | +241.7% | -213.3% | +5.7% |
| 10Y | +50.1% | +180.8% | -130.7% | +22.4% |
| All | +257.4% | +216.6% | +40.8% | +150.5% |
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