+3,469.6%
CLS vs ECHO
+233.6%
+3,236.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -1.0% |
| 7D | -22.2% | -2.4% | -19.8% | -21.4% |
| 30D | -44.4% | -3.1% | -41.2% | -43.7% |
| 3M | -34.3% | +8.7% | -43.0% | -35.5% |
| 6M | -50.1% | -24.8% | -25.3% | -46.2% |
| YTD | -30.1% | -13.0% | -17.1% | -28.2% |
| 1Y | -39.3% | +33.9% | -73.3% | -45.0% |
| 3Y | +732.7% | +791.8% | -59.1% | +202.4% |
| 5Y | +1,777.2% | +261.7% | +1,515.5% | +835.6% |
| 10Y | +1,645.6% | +157.3% | +1,488.3% | +856.5% |
| All | +3,469.6% | +233.6% | +3,236.0% | +1,079.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling