+241.9%
CORZ vs ECHO
+520.5%
-278.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.8% | -7.0% |
| 7D | -11.2% | -2.4% | -8.9% | -10.6% |
| 30D | -26.2% | -3.1% | -23.1% | -25.6% |
| 3M | -44.1% | +8.7% | -52.9% | -44.8% |
| 6M | -52.3% | -24.8% | -27.5% | -49.9% |
| YTD | -19.2% | -13.0% | -6.3% | -17.7% |
| 1Y | -42.9% | +33.9% | -76.8% | -45.7% |
| All | +241.9% | +520.5% | -278.6% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling