+242.0%
COF vs ECHO
+197.5%
+44.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -5.1% | +3.7% | -8.9% | -5.9% |
| 30D | -6.0% | +0.7% | -6.7% | -6.2% |
| 3M | +14.8% | -27.3% | +42.1% | +22.2% |
| 6M | +15.3% | -17.0% | +32.3% | +18.1% |
| YTD | -13.0% | -14.3% | +1.3% | -12.4% |
| 1Y | -5.7% | +20.9% | -26.6% | -12.7% |
| 3Y | +118.1% | +423.0% | -304.8% | +4.1% |
| 5Y | +46.2% | +265.7% | -219.5% | -19.5% |
| All | +242.0% | +197.5% | +44.5% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling