+291.0%
CL vs ECHO
+233.6%
+57.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -2.0% |
| 7D | +1.3% | -2.4% | +3.7% | +1.5% |
| 30D | +11.4% | -3.1% | +14.5% | +11.4% |
| 3M | +4.4% | +8.7% | -4.3% | +3.6% |
| 6M | +10.8% | -24.8% | +35.5% | +12.4% |
| YTD | +25.1% | -13.0% | +38.1% | +25.1% |
| 1Y | +28.0% | +33.9% | -6.0% | +23.8% |
| 3Y | +37.6% | +791.8% | -754.2% | +2.2% |
| 5Y | +39.7% | +261.7% | -222.0% | +14.5% |
| 10Y | +75.8% | +157.3% | -81.5% | +46.5% |
| All | +291.0% | +233.6% | +57.4% | +172.5% |
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