+116.3%
CLF vs ECHO
+193.6%
-77.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.6% |
| 7D | +6.5% | +8.6% | -2.1% | +4.4% |
| 30D | +0.2% | +3.8% | -3.5% | -0.7% |
| 3M | -3.1% | -19.9% | +16.8% | +1.6% |
| 6M | +25.0% | -12.1% | +37.1% | +27.0% |
| YTD | -7.5% | -14.1% | +6.6% | -6.1% |
| 1Y | +11.5% | +15.9% | -4.3% | +4.6% |
| 3Y | -13.7% | +417.8% | -431.5% | -59.9% |
| 5Y | -47.0% | +259.3% | -306.3% | -71.5% |
| 10Y | +116.3% | +192.7% | -76.4% | +14.5% |
| All | +116.3% | +193.6% | -77.2% | +14.5% |
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 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