+444.5%
CORZ vs ECHO
+512.6%
-68.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.7% | +3.9% |
| 7D | +16.6% | +8.6% | +8.0% | +14.8% |
| 30D | -10.9% | +3.8% | -14.6% | -11.4% |
| 3M | -31.0% | -19.9% | -11.1% | -28.4% |
| 6M | +26.0% | -12.1% | +38.1% | +28.1% |
| YTD | +28.6% | -14.1% | +42.7% | +31.0% |
| 1Y | +34.5% | +15.9% | +18.6% | +30.3% |
| All | +444.5% | +512.6% | -68.1% | +238.1% |
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