+340.2%
COP vs ECHO
+187.5%
+152.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.4% |
| 7D | -0.5% | +5.3% | -5.8% | -1.2% |
| 30D | +11.7% | +2.4% | +9.3% | +11.3% |
| 3M | +17.7% | -21.8% | +39.5% | +20.9% |
| 6M | +18.3% | -16.9% | +35.2% | +19.5% |
| YTD | +49.1% | -16.0% | +65.1% | +49.6% |
| 1Y | +53.3% | +9.3% | +44.0% | +47.3% |
| 3Y | +22.2% | +406.2% | -384.1% | -27.1% |
| 5Y | +193.3% | +251.0% | -57.7% | +93.5% |
| 10Y | +340.2% | +191.3% | +149.0% | +193.1% |
| All | +340.2% | +187.5% | +152.7% | +193.1% |
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