+417.8%
ECHO vs CLBK
+55.4%
+362.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.4% |
| 7D | +8.6% | +1.1% | +7.4% | +7.8% |
| 30D | +3.8% | +7.8% | -4.0% | -1.0% |
| 3M | -19.9% | +23.9% | -43.8% | -30.2% |
| 6M | -12.1% | +42.3% | -54.4% | -30.0% |
| YTD | -14.1% | +65.4% | -79.4% | -38.7% |
| 1Y | +15.9% | +70.3% | -54.5% | -20.1% |
| 3Y | +417.8% | +54.5% | +363.4% | +277.6% |
| All | +417.8% | +55.4% | +362.5% | +277.6% |
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 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