+125.0%
ECHO vs CLBK
+60.9%
+64.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +5.7% | +0.9% | +4.8% | +5.3% |
| 30D | +13.8% | +3.4% | +10.4% | +11.7% |
| 3M | +9.1% | -4.3% | +13.4% | +11.3% |
| 6M | -24.9% | +28.4% | -53.3% | -35.0% |
| YTD | -8.0% | +59.4% | -67.4% | -30.0% |
| 1Y | +42.9% | +64.8% | -21.9% | +6.5% |
| 3Y | +926.7% | +50.6% | +876.1% | +692.7% |
| 5Y | +230.4% | +28.3% | +202.1% | +158.9% |
| All | +125.0% | +60.9% | +64.1% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling