+240.0%
ECHO vs CLX
+155.3%
+84.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +3.4% | -9.2% | +12.6% | +5.3% |
| 30D | +2.4% | -11.0% | +13.4% | +4.6% |
| 3M | -28.0% | +5.0% | -33.0% | -28.9% |
| 6M | -21.2% | -18.8% | -2.4% | -18.5% |
| YTD | -17.4% | -4.4% | -13.0% | -17.4% |
| 1Y | +33.6% | -21.9% | +55.4% | +38.8% |
| 3Y | +419.7% | -32.8% | +452.4% | +452.7% |
| 5Y | +241.7% | -34.6% | +276.3% | +259.1% |
| 10Y | +180.8% | -4.7% | +185.4% | +135.4% |
| All | +240.0% | +155.3% | +84.7% | +52.1% |
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