+251.0%
ECHO vs CLX
-37.0%
+287.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -2.0% |
| 7D | +5.3% | -4.9% | +10.3% | +5.9% |
| 30D | +2.4% | -15.8% | +18.2% | +4.4% |
| 3M | -21.8% | -7.9% | -13.9% | -21.2% |
| 6M | -16.9% | -19.0% | +2.1% | -15.2% |
| YTD | -16.0% | -7.9% | -8.1% | -15.7% |
| 1Y | +9.3% | -25.4% | +34.6% | +12.5% |
| 3Y | +406.2% | -35.0% | +441.2% | +431.5% |
| 5Y | +251.0% | -36.8% | +287.7% | +249.2% |
| All | +251.0% | -37.0% | +287.9% | +249.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling