+282.4%
COP vs ECHO
+216.6%
+65.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | +3.4% | -0.4% | +2.3% |
| 30D | +17.5% | +2.4% | +15.1% | +16.8% |
| 3M | +13.4% | -28.0% | +41.3% | +19.9% |
| 6M | +17.7% | -21.2% | +39.0% | +20.8% |
| YTD | +46.6% | -17.4% | +64.0% | +47.9% |
| 1Y | +44.6% | +33.6% | +11.0% | +29.7% |
| 3Y | +20.7% | +419.7% | -399.0% | -42.4% |
| 5Y | +185.0% | +241.7% | -56.7% | +52.8% |
| 10Y | +347.0% | +180.8% | +166.2% | +153.5% |
| All | +282.4% | +216.6% | +65.8% | +64.0% |
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