+538.2%
COF vs ECHO
+216.6%
+321.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | +3.4% | -1.6% | +0.8% |
| 30D | -0.6% | +2.4% | -2.9% | -1.3% |
| 3M | +20.3% | -28.0% | +48.2% | +31.0% |
| 6M | +13.0% | -21.2% | +34.3% | +18.3% |
| YTD | -8.3% | -17.4% | +9.1% | -6.5% |
| 1Y | -1.5% | +33.6% | -35.1% | -14.8% |
| 3Y | +122.3% | +419.7% | -297.4% | -17.8% |
| 5Y | +52.5% | +241.7% | -189.2% | -33.0% |
| 10Y | +264.9% | +180.8% | +84.1% | +71.5% |
| All | +538.2% | +216.6% | +321.6% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling