-42.9%
CORZ vs ECHO
+30.7%
-73.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | +0.8% |
| 7D | -11.2% | -2.4% | -8.9% | -9.7% |
| 30D | -26.2% | -3.1% | -23.1% | -24.8% |
| 3M | -44.1% | +8.7% | -52.9% | -45.5% |
| 6M | -52.3% | -24.8% | -27.5% | -48.7% |
| YTD | -19.2% | -13.0% | -6.3% | -22.0% |
| 1Y | -42.9% | +33.9% | -76.8% | -55.5% |
| All | -42.9% | +30.7% | -73.6% | -55.5% |
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