+34.2%
ECHO vs CLX
-6.5%
+40.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -3.5% |
| 7D | +4.6% | +14.2% | -9.6% | +3.8% |
| 30D | +0.4% | +22.7% | -22.2% | -1.1% |
| 3M | +7.7% | -2.8% | +10.4% | +8.3% |
| 6M | -18.0% | +17.7% | -35.7% | -19.4% |
| YTD | -9.3% | +3.3% | -12.6% | -10.7% |
| 1Y | +34.2% | -5.6% | +39.8% | +35.7% |
| All | +34.2% | -6.5% | +40.8% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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