+907.5%
ECHO vs CLBK
+54.8%
+852.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.3% |
| 7D | +9.1% | +2.5% | +6.7% | +7.8% |
| 30D | +7.2% | +3.7% | +3.5% | +5.0% |
| 3M | +6.1% | -3.3% | +9.4% | +7.8% |
| 6M | -24.2% | +29.6% | -53.8% | -35.5% |
| YTD | -9.7% | +60.3% | -70.0% | -33.4% |
| 1Y | +40.9% | +63.4% | -22.5% | +2.2% |
| All | +907.5% | +54.8% | +852.7% | +624.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling