+34.2%
ECHO vs CLBK
+65.7%
-31.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.4% |
| 7D | +4.6% | +4.6% | 0.0% | +3.8% |
| 30D | +0.4% | -1.5% | +1.9% | +0.9% |
| 3M | +7.7% | +4.4% | +3.3% | +6.9% |
| 6M | -18.0% | +31.7% | -49.7% | -22.4% |
| YTD | -9.3% | +58.7% | -68.0% | -16.2% |
| 1Y | +34.2% | +64.9% | -30.6% | +22.6% |
| All | +34.2% | +65.7% | -31.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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