+288.2%
COP vs ECHO
+233.6%
+54.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -0.4% |
| 7D | -11.5% | -2.4% | -9.1% | -11.2% |
| 30D | +5.0% | -3.1% | +8.1% | +5.2% |
| 3M | +17.5% | +8.7% | +8.8% | +14.7% |
| 6M | +16.2% | -24.8% | +41.0% | +20.8% |
| YTD | +48.8% | -13.0% | +61.7% | +47.6% |
| 1Y | +64.1% | +33.9% | +30.2% | +47.5% |
| 3Y | +25.7% | +791.8% | -766.1% | -49.5% |
| 5Y | +114.4% | +261.7% | -147.3% | +13.3% |
| 10Y | +331.7% | +157.3% | +174.4% | +155.3% |
| All | +288.2% | +233.6% | +54.6% | +63.7% |
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