+191.3%
ECHO vs CRL
+244.4%
-53.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | +5.3% | -4.6% | +9.9% | +6.7% |
| 30D | +2.4% | +0.5% | +1.9% | +2.2% |
| 3M | -21.8% | +46.6% | -68.4% | -30.3% |
| 6M | -16.9% | +57.3% | -74.2% | -28.2% |
| YTD | -16.0% | +39.5% | -55.5% | -25.1% |
| 1Y | +9.3% | +76.9% | -67.6% | -9.5% |
| 3Y | +406.2% | +39.4% | +366.9% | +329.8% |
| 5Y | +251.0% | -37.2% | +288.1% | +267.3% |
| 10Y | +191.3% | +253.4% | -62.2% | +58.3% |
| All | +191.3% | +244.4% | -53.2% | +58.3% |
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