+424.5%
ECHO vs CLX
-33.7%
+458.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.2% |
| 7D | +8.6% | -3.5% | +12.1% | +9.0% |
| 30D | +3.8% | -11.9% | +15.6% | +5.0% |
| 3M | -19.9% | -2.6% | -17.3% | -19.8% |
| 6M | -12.1% | -18.2% | +6.1% | -10.5% |
| YTD | -14.1% | -5.9% | -8.2% | -14.0% |
| 1Y | +15.9% | -23.8% | +39.7% | +18.7% |
| All | +424.5% | -33.7% | +458.2% | +413.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling