-68.5%
CLF vs ECHO
+216.6%
-285.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | +3.4% | +4.2% | +6.2% |
| 30D | -1.2% | +2.4% | -3.5% | -2.1% |
| 3M | -13.4% | -28.0% | +14.6% | -3.1% |
| 6M | +15.4% | -21.2% | +36.7% | +23.0% |
| YTD | -5.9% | -17.4% | +11.5% | -2.8% |
| 1Y | +18.8% | +33.6% | -14.8% | -0.2% |
| 3Y | -19.4% | +419.7% | -439.1% | -77.5% |
| 5Y | -47.7% | +241.7% | -289.4% | -82.2% |
| 10Y | +130.4% | +180.8% | -50.4% | -16.7% |
| All | -68.5% | +216.6% | -285.1% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling