-58.1%
CLSK vs ECHO
+34.5%
-92.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.3% | -13.3% | -14.6% |
| 7D | -20.7% | +4.6% | -25.3% | -22.4% |
| 30D | -45.5% | +0.4% | -45.9% | -45.4% |
| 3M | -52.0% | +7.7% | -59.7% | -53.6% |
| 6M | -47.0% | -18.0% | -28.9% | -43.3% |
| YTD | -32.8% | -9.3% | -23.5% | -33.6% |
| 1Y | -58.1% | +34.2% | -92.3% | -66.8% |
| All | -58.1% | +34.5% | -92.6% | -66.8% |
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