+8.5%
CRCL vs ECHO
+465.6%
-457.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | -12.5% | +2.3% | -14.8% | -12.8% |
| 30D | +26.9% | +4.4% | +22.5% | +26.1% |
| 3M | +14.4% | -20.3% | +34.7% | +17.6% |
| 6M | -23.5% | -15.3% | -8.2% | -21.7% |
| YTD | +13.9% | -15.5% | +29.4% | +17.0% |
| 1Y | -20.6% | +15.0% | -35.5% | -20.0% |
| All | +8.5% | +465.6% | -457.1% | +11.4% |
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