+259.3%
ECHO vs CRL
-37.4%
+296.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.6% |
| 7D | +8.6% | -0.6% | +9.1% | +8.7% |
| 30D | +3.8% | +5.0% | -1.2% | +2.5% |
| 3M | -19.9% | +50.6% | -70.5% | -27.6% |
| 6M | -12.1% | +60.9% | -73.0% | -22.4% |
| YTD | -14.1% | +40.7% | -54.8% | -21.9% |
| 1Y | +15.9% | +73.3% | -57.4% | -0.2% |
| 3Y | +417.8% | +40.6% | +377.3% | +353.8% |
| 5Y | +259.3% | -37.0% | +296.3% | +199.6% |
| All | +259.3% | -37.4% | +296.7% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling