-41.8%
CLF vs ECHO
+227.9%
-269.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.5% |
| 7D | +10.4% | +5.7% | +4.7% | +9.5% |
| 30D | +0.6% | +13.8% | -13.3% | -1.2% |
| 3M | +4.1% | +9.1% | -5.0% | +2.9% |
| 6M | +15.1% | -24.9% | +40.0% | +19.2% |
| YTD | -4.7% | -8.0% | +3.3% | -4.6% |
| 1Y | +20.4% | +42.9% | -22.5% | +13.2% |
| 3Y | -23.4% | +926.7% | -950.1% | -56.7% |
| All | -41.8% | +227.9% | -269.6% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling