+1,753.0%
CLS vs ECHO
+156.4%
+1,596.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.9% | +0.9% | +6.3% |
| 7D | -10.6% | +3.0% | -13.6% | -10.9% |
| 30D | -38.4% | +6.7% | -45.1% | -39.1% |
| 3M | -29.9% | +12.4% | -42.2% | -31.3% |
| 6M | -40.6% | -20.4% | -20.2% | -38.0% |
| YTD | -24.6% | -6.9% | -17.7% | -24.1% |
| 1Y | -30.8% | +37.7% | -68.5% | -35.7% |
| 3Y | +811.7% | +902.9% | -91.1% | +314.6% |
| 5Y | +1,838.4% | +275.3% | +1,563.1% | +1,124.3% |
| All | +1,753.0% | +156.4% | +1,596.7% | +1,279.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling