+36.7%
CLS vs ECHO
+9.3%
+27.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.9% |
| 7D | +20.1% | +5.3% | +14.8% | +18.1% |
| 30D | +6.0% | +2.4% | +3.6% | +5.4% |
| 3M | -10.3% | -21.8% | +11.5% | -5.2% |
| 6M | +24.5% | -16.9% | +41.4% | +26.6% |
| YTD | +12.9% | -16.0% | +28.8% | +15.1% |
| 1Y | +36.7% | +9.3% | +27.4% | +28.6% |
| All | +36.7% | +9.3% | +27.4% | +28.6% |
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