-34.0%
CLF vs ECHO
+621.2%
-655.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.1% | -6.7% | -10.3% |
| 7D | -19.6% | -2.4% | -17.2% | -19.3% |
| 30D | -5.0% | -3.1% | -1.8% | -4.6% |
| 3M | -6.3% | +8.7% | -15.0% | -7.1% |
| 6M | +2.8% | -24.8% | +27.5% | +5.4% |
| YTD | -13.7% | -13.0% | -0.8% | -13.1% |
| 1Y | +13.6% | +33.9% | -20.4% | +9.8% |
| 3Y | -34.0% | +791.8% | -825.8% | -51.0% |
| All | -34.0% | +621.2% | -655.2% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling