-41.3%
CORZ vs ECHO
+34.5%
-75.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.3% | -7.1% | -8.9% |
| 7D | -14.9% | +4.6% | -19.5% | -16.4% |
| 30D | -23.1% | +0.4% | -23.6% | -23.1% |
| 3M | -44.1% | +7.7% | -51.7% | -45.6% |
| 6M | -39.5% | -18.0% | -21.5% | -37.4% |
| YTD | -12.4% | -9.3% | -3.1% | -17.2% |
| 1Y | -41.3% | +34.2% | -75.5% | -54.9% |
| All | -41.3% | +34.5% | -75.8% | -54.9% |
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