+20.8%
COP vs ECHO
+436.9%
-416.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.5% | +0.5% |
| 7D | -0.8% | +8.6% | -9.4% | -0.9% |
| 30D | +15.6% | +3.8% | +11.8% | +15.5% |
| 3M | +14.3% | -19.9% | +34.2% | +14.6% |
| 6M | +17.0% | -12.1% | +29.0% | +16.9% |
| YTD | +47.4% | -14.1% | +61.5% | +47.3% |
| 1Y | +52.4% | +15.9% | +36.5% | +51.4% |
| 3Y | +20.8% | +417.8% | -397.0% | +16.5% |
| All | +20.8% | +436.9% | -416.1% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling