+322.1%
CORZ vs ECHO
+555.7%
-233.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +23.5% | +5.7% | +17.8% | +22.0% |
| 30D | +7.5% | +13.8% | -6.3% | +5.0% |
| 3M | -26.6% | +9.1% | -35.7% | -27.6% |
| 6M | -39.5% | -24.9% | -14.6% | -36.6% |
| YTD | -0.3% | -8.0% | +7.7% | +0.5% |
| 1Y | -4.2% | +42.9% | -47.1% | -10.0% |
| All | +322.1% | +555.7% | -233.6% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling