+20.2%
CLF vs ECHO
+34.5%
-14.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.3% | -5.9% | -8.5% |
| 7D | -7.9% | +4.6% | -12.5% | -8.7% |
| 30D | +5.2% | +0.4% | +4.8% | +4.9% |
| 3M | +4.3% | +7.7% | -3.4% | +2.5% |
| 6M | +25.3% | -18.0% | +43.3% | +27.4% |
| YTD | -3.3% | -9.3% | +6.0% | -3.5% |
| 1Y | +20.2% | +34.2% | -14.0% | +17.7% |
| All | +20.2% | +34.5% | -14.3% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling