+80.1%
CLF vs ECHO
+168.8%
-88.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.9% | 0.0% | +5.3% |
| 7D | -14.1% | +3.0% | -17.1% | -14.5% |
| 30D | -5.5% | +6.7% | -12.2% | -6.8% |
| 3M | 0.0% | +12.4% | -12.4% | -2.6% |
| 6M | +11.3% | -20.4% | +31.7% | +16.4% |
| YTD | -7.7% | -6.9% | -0.8% | -8.0% |
| 1Y | +17.5% | +37.7% | -20.2% | +6.2% |
| 3Y | -25.4% | +902.9% | -928.3% | -73.0% |
| 5Y | -46.0% | +275.3% | -321.3% | -70.2% |
| 10Y | +80.1% | +159.0% | -78.9% | +10.0% |
| All | +80.1% | +168.8% | -88.7% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling