+1,763.7%
CLS vs ECHO
+260.3%
+1,503.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.4% |
| 7D | -22.2% | -2.4% | -19.8% | -21.7% |
| 30D | -44.4% | -3.1% | -41.2% | -44.0% |
| 3M | -34.3% | +8.7% | -43.0% | -34.9% |
| 6M | -50.1% | -24.8% | -25.3% | -48.1% |
| YTD | -30.1% | -13.0% | -17.1% | -29.0% |
| 1Y | -39.3% | +33.9% | -73.3% | -41.8% |
| 3Y | +732.7% | +791.8% | -59.1% | +426.4% |
| All | +1,763.7% | +260.3% | +1,503.3% | +1,388.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling