+102.0%
ECHO vs CLBK
+67.9%
+34.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +1.2% | +2.2% | +2.7% |
| 30D | +2.4% | +9.1% | -6.8% | -2.4% |
| 3M | -28.0% | +27.7% | -55.6% | -37.2% |
| 6M | -21.2% | +40.8% | -62.1% | -35.1% |
| YTD | -17.4% | +66.4% | -83.8% | -38.4% |
| 1Y | +33.6% | +72.4% | -38.8% | -3.2% |
| 3Y | +419.7% | +50.7% | +369.0% | +303.0% |
| 5Y | +241.7% | +42.9% | +198.8% | +150.6% |
| All | +102.0% | +67.9% | +34.1% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling