+31.4%
CORZ vs ECHO
+40.1%
-8.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.4% | +3.4% | +4.9% | +7.1% |
| 30D | -17.8% | +2.4% | -20.2% | -18.3% |
| 3M | -35.9% | -28.0% | -7.9% | -30.0% |
| 6M | +12.9% | -21.2% | +34.2% | +17.3% |
| YTD | +22.9% | -17.4% | +40.3% | +25.1% |
| 1Y | +31.4% | +33.6% | -2.2% | +22.5% |
| All | +31.4% | +40.1% | -8.8% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling