+20.9%
ECHO vs CLBK
+68.0%
-47.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | -1.5% | +5.2% | +4.0% |
| 30D | +0.7% | -1.0% | +1.7% | +0.9% |
| 3M | -27.3% | +22.9% | -50.2% | -30.1% |
| 6M | -17.0% | +44.2% | -61.2% | -22.3% |
| YTD | -14.3% | +64.0% | -78.3% | -21.3% |
| 1Y | +20.9% | +65.7% | -44.8% | +7.6% |
| All | +20.9% | +68.0% | -47.1% | +7.6% |
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