+45.4%
COF vs ECHO
+253.4%
-208.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -6.1% | +2.3% | -8.4% | -6.4% |
| 30D | -5.2% | +4.4% | -9.6% | -5.7% |
| 3M | +17.0% | -20.3% | +37.3% | +19.9% |
| 6M | +12.9% | -15.3% | +28.3% | +14.2% |
| YTD | -13.5% | -15.5% | +2.0% | -12.9% |
| 1Y | -5.9% | +15.0% | -20.8% | -9.1% |
| 3Y | +117.1% | +409.1% | -292.0% | +51.9% |
| 5Y | +45.4% | +260.6% | -215.2% | +13.2% |
| All | +45.4% | +253.4% | -208.0% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling