-4.2%
CORZ vs ECHO
+45.5%
-49.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.1% |
| 7D | +23.5% | +5.7% | +17.8% | +20.1% |
| 30D | +7.5% | +13.8% | -6.3% | +2.0% |
| 3M | -26.6% | +9.1% | -35.7% | -29.0% |
| 6M | -39.5% | -24.9% | -14.6% | -35.6% |
| YTD | -0.3% | -8.0% | +7.7% | -4.8% |
| 1Y | -4.2% | +42.9% | -47.1% | -13.1% |
| All | -4.2% | +45.5% | -49.7% | -13.1% |
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 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