+194.8%
COHR vs ECHO
+40.1%
+154.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +1.0% | +3.4% | -2.5% | -0.4% |
| 30D | -14.1% | +2.4% | -16.5% | -14.5% |
| 3M | -33.2% | -28.0% | -5.2% | -27.5% |
| 6M | +2.5% | -21.2% | +23.8% | +7.4% |
| YTD | +52.7% | -17.4% | +70.1% | +58.1% |
| 1Y | +194.8% | +33.6% | +161.2% | +188.8% |
| All | +194.8% | +40.1% | +154.6% | +188.8% |
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