-61.4%
CLSK vs ECHO
+130.4%
-191.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.2% | +5.2% |
| 7D | +21.9% | +8.6% | +13.3% | +19.6% |
| 30D | +9.6% | +3.8% | +5.8% | +8.8% |
| 3M | -18.4% | -19.9% | +1.5% | -14.0% |
| 6M | +46.4% | -12.1% | +58.4% | +49.9% |
| YTD | +33.2% | -14.1% | +47.3% | +37.8% |
| 1Y | +47.0% | +15.9% | +31.1% | +41.8% |
| 3Y | +206.4% | +417.8% | -211.5% | +64.7% |
| 5Y | +5.4% | +259.3% | -253.9% | -35.9% |
| All | -61.4% | +130.4% | -191.8% | -78.6% |
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 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