-29.6%
CLS vs ECHO
+34.5%
-64.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.3% | -5.8% | -7.7% |
| 7D | -21.1% | +4.6% | -25.7% | -22.5% |
| 30D | -38.2% | +0.4% | -38.6% | -38.3% |
| 3M | -36.3% | +7.7% | -44.0% | -38.0% |
| 6M | -43.8% | -18.0% | -25.8% | -42.6% |
| YTD | -20.0% | -9.3% | -10.8% | -21.5% |
| 1Y | -29.6% | +34.2% | -63.8% | -37.5% |
| All | -29.6% | +34.5% | -64.1% | -37.5% |
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 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