+109.5%
ECHO vs CLBK
+65.5%
+44.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +3.7% | -1.5% | +5.2% | +4.5% |
| 30D | +0.7% | -1.0% | +1.7% | +1.2% |
| 3M | -27.3% | +22.9% | -50.2% | -35.3% |
| 6M | -17.0% | +44.2% | -61.2% | -32.4% |
| YTD | -14.3% | +64.0% | -78.3% | -35.6% |
| 1Y | +20.9% | +65.7% | -44.8% | -10.4% |
| 3Y | +423.0% | +54.1% | +368.9% | +301.7% |
| 5Y | +265.7% | +44.7% | +221.0% | +165.2% |
| All | +109.5% | +65.5% | +44.1% | +35.8% |
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