+144.9%
ECHO vs CRL
+350.3%
-205.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +13.8% | +11.9% | +1.9% | +10.4% |
| 3M | +9.1% | +20.2% | -11.1% | +3.5% |
| 6M | -24.9% | +107.5% | -132.5% | -39.5% |
| YTD | -8.0% | +69.4% | -77.4% | -22.3% |
| 1Y | +42.9% | +99.7% | -56.8% | +15.0% |
| 3Y | +926.7% | +98.8% | +827.9% | +686.7% |
| 5Y | +230.4% | -12.4% | +242.8% | +214.5% |
| All | +144.9% | +350.3% | -205.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling