-24.2%
ECHO vs CLBK
+28.0%
-52.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.7% |
| 7D | +9.1% | +2.5% | +6.7% | +8.7% |
| 30D | +7.2% | +3.7% | +3.5% | +6.8% |
| 3M | +6.1% | -3.3% | +9.4% | +7.4% |
| 6M | -24.2% | +29.6% | -53.8% | -32.1% |
| All | -24.2% | +28.0% | -52.2% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling