+521.8%
COF vs ECHO
+229.4%
+292.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -3.7% |
| 7D | +1.2% | +8.6% | -7.3% | -1.2% |
| 30D | -1.4% | +3.8% | -5.2% | -2.6% |
| 3M | +19.0% | -19.9% | +38.9% | +25.7% |
| 6M | +14.9% | -12.1% | +26.9% | +16.3% |
| YTD | -10.7% | -14.1% | +3.4% | -10.0% |
| 1Y | -1.3% | +15.9% | -17.1% | -10.1% |
| 3Y | +124.3% | +417.8% | -293.5% | -16.0% |
| 5Y | +51.1% | +259.3% | -208.2% | -34.8% |
| 10Y | +252.4% | +192.7% | +59.6% | +63.4% |
| All | +521.8% | +229.4% | +292.4% | +99.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling