+299.9%
CL vs ECHO
+247.7%
+52.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.5% | +3.5% |
| 7D | +7.7% | +4.6% | +3.1% | +7.4% |
| 30D | +15.2% | +0.4% | +14.8% | +15.1% |
| 3M | +7.3% | +7.7% | -0.3% | +6.6% |
| 6M | +17.0% | -18.0% | +35.1% | +18.0% |
| YTD | +28.0% | -9.3% | +37.3% | +27.6% |
| 1Y | +32.1% | +34.2% | -2.1% | +27.8% |
| 3Y | +41.5% | +538.7% | -497.2% | +9.3% |
| 5Y | +43.9% | +279.9% | -236.0% | +17.5% |
| 10Y | +79.8% | +168.2% | -88.4% | +49.4% |
| All | +299.9% | +247.7% | +52.2% | +178.0% |
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