+286.2%
COP vs ECHO
+267.2%
+19.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -6.1% | +2.2% | -8.3% | -6.6% |
| 30D | +1.1% | +9.8% | -8.7% | -1.2% |
| 3M | +10.9% | +16.8% | -5.9% | +6.7% |
| 6M | +20.8% | -18.1% | +38.8% | +23.4% |
| YTD | +48.0% | -4.2% | +52.2% | +44.0% |
| 1Y | +58.5% | +41.2% | +17.3% | +41.1% |
| 3Y | +28.1% | +943.7% | -915.6% | -50.7% |
| 5Y | +120.5% | +277.5% | -157.1% | +17.3% |
| 10Y | +310.1% | +159.8% | +150.4% | +146.5% |
| All | +286.2% | +267.2% | +19.0% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling