-11.4%
CORZ vs ECHO
+42.8%
-54.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +12.8% | +11.9% |
| 7D | +14.2% | +3.6% | +10.6% | +12.4% |
| 30D | -3.0% | +7.5% | -10.5% | -5.8% |
| 3M | -26.3% | +16.2% | -42.4% | -30.4% |
| 6M | -36.5% | -20.9% | -15.7% | -33.9% |
| YTD | +0.1% | -6.0% | +6.0% | -5.7% |
| All | -11.4% | +42.8% | -54.1% | -22.7% |
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 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