+278.6%
ECHO vs CLX
+204.7%
+74.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +5.7% | +9.5% | -3.8% | +4.0% |
| 30D | +13.8% | +30.7% | -16.9% | +8.1% |
| 3M | +9.1% | +4.2% | +4.8% | +8.0% |
| 6M | -24.9% | +22.1% | -47.1% | -28.1% |
| YTD | -8.0% | +14.1% | -22.1% | -11.1% |
| 1Y | +42.9% | +10.3% | +32.6% | +38.9% |
| 3Y | +926.7% | -7.8% | +934.5% | +927.3% |
| 5Y | +230.4% | -20.8% | +251.2% | +234.3% |
| 10Y | +145.9% | +31.9% | +114.0% | +86.0% |
| All | +278.6% | +204.7% | +74.0% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling