+393.6%
COHR vs ECHO
+262.7%
+130.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.9% |
| 7D | +8.3% | +3.7% | +4.6% | +7.6% |
| 30D | -14.1% | +0.7% | -14.8% | -14.2% |
| 3M | -16.0% | -27.3% | +11.3% | -11.3% |
| 6M | +21.5% | -17.0% | +38.4% | +25.0% |
| YTD | +65.4% | -14.3% | +79.8% | +69.1% |
| 1Y | +195.0% | +20.9% | +174.1% | +185.0% |
| 3Y | +830.2% | +423.0% | +407.2% | +513.1% |
| All | +393.6% | +262.7% | +130.9% | +247.7% |
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