+113.0%
COP vs ECHO
+260.3%
-147.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.4% |
| 7D | -11.5% | -2.4% | -9.1% | -11.5% |
| 30D | +5.0% | -3.1% | +8.1% | +5.0% |
| 3M | +17.5% | +8.7% | +8.8% | +17.0% |
| 6M | +16.2% | -24.8% | +41.0% | +17.2% |
| YTD | +48.8% | -13.0% | +61.7% | +48.6% |
| 1Y | +64.1% | +33.9% | +30.2% | +60.7% |
| 3Y | +25.7% | +791.8% | -766.1% | +2.0% |
| All | +113.0% | +260.3% | -147.3% | +93.6% |
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