+8.9%
CRCL vs ECHO
+473.5%
-464.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -11.2% | +3.7% | -14.9% | -11.7% |
| 30D | +27.1% | +0.7% | +26.4% | +27.0% |
| 3M | +9.6% | -27.3% | +37.0% | +13.9% |
| 6M | -19.7% | -17.0% | -2.7% | -17.7% |
| YTD | +14.2% | -14.3% | +28.6% | +17.1% |
| 1Y | -32.2% | +20.9% | -53.1% | -32.0% |
| All | +8.9% | +473.5% | -464.7% | +11.5% |
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