+1,242.3%
CLS vs ECHO
+388.0%
+854.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | +3.4% | +1.2% | +4.2% |
| 30D | -13.9% | +2.4% | -16.3% | -14.0% |
| 3M | -26.6% | -28.0% | +1.4% | -23.9% |
| 6M | +15.4% | -21.2% | +36.7% | +18.1% |
| YTD | +5.7% | -17.4% | +23.1% | +7.6% |
| 1Y | +41.1% | +33.6% | +7.5% | +37.0% |
| All | +1,242.3% | +388.0% | +854.2% | +1,030.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling