+18.8%
CLF vs ECHO
+36.9%
-18.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.9% | 0.0% | +5.1% |
| 7D | -14.1% | +3.0% | -17.1% | -14.6% |
| 30D | -5.5% | +6.7% | -12.2% | -6.9% |
| 3M | 0.0% | +12.4% | -12.4% | -2.4% |
| 6M | +11.3% | -20.4% | +31.7% | +13.2% |
| YTD | -7.7% | -6.9% | -0.8% | -7.7% |
| All | +18.8% | +36.9% | -18.1% | +23.3% |
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