+2,944.0%
CLS vs ECHO
+193.6%
+2,750.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.0% | +1.6% | +4.8% |
| 7D | +12.8% | +8.6% | +4.2% | +10.9% |
| 30D | +3.8% | +3.8% | +0.1% | +3.2% |
| 3M | -14.6% | -19.9% | +5.3% | -10.7% |
| 6M | +32.2% | -12.1% | +44.3% | +34.8% |
| YTD | +11.6% | -14.1% | +25.7% | +14.0% |
| 1Y | +35.1% | +15.9% | +19.2% | +29.4% |
| 3Y | +1,312.5% | +417.8% | +894.7% | +692.3% |
| 5Y | +3,542.1% | +259.3% | +3,282.7% | +2,185.6% |
| 10Y | +2,944.0% | +192.7% | +2,751.3% | +1,959.2% |
| All | +2,944.0% | +193.6% | +2,750.4% | +1,959.2% |
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