+281.7%
CORZ vs ECHO
+583.0%
-301.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.6% |
| 7D | -7.8% | +2.2% | -10.0% | -8.0% |
| 30D | -14.8% | +9.8% | -24.6% | -16.1% |
| 3M | -32.5% | +16.8% | -49.3% | -34.2% |
| 6M | -42.7% | -18.1% | -24.6% | -41.0% |
| YTD | -9.8% | -4.2% | -5.6% | -9.8% |
| 1Y | -31.9% | +41.2% | -73.2% | -36.0% |
| All | +281.7% | +583.0% | -301.3% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling