+336.7%
COP vs ECHO
+144.4%
+192.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | +4.4% | +5.7% | -1.3% | +3.6% |
| 30D | 0.0% | +13.8% | -13.9% | -2.0% |
| 3M | +15.0% | +9.1% | +5.9% | +13.2% |
| 6M | +22.0% | -24.9% | +46.9% | +25.4% |
| YTD | +55.3% | -8.0% | +63.3% | +53.4% |
| 1Y | +64.1% | +42.9% | +21.2% | +51.4% |
| 3Y | +34.1% | +926.7% | -892.6% | -35.9% |
| 5Y | +133.4% | +230.4% | -97.0% | +67.0% |
| All | +336.7% | +144.4% | +192.4% | +229.7% |
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 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