-1.5%
COF vs ECHO
+40.1%
-41.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | +3.4% | -1.6% | +1.6% |
| 30D | -0.6% | +2.4% | -2.9% | -0.8% |
| 3M | +20.3% | -28.0% | +48.2% | +22.7% |
| 6M | +13.0% | -21.2% | +34.3% | +14.4% |
| YTD | -8.3% | -17.4% | +9.1% | -7.9% |
| 1Y | -1.5% | +33.6% | -35.1% | -2.6% |
| All | -1.5% | +40.1% | -41.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling