+34.2%
ECHO vs CCJ
-26.2%
+60.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.8% |
| 7D | +4.6% | -14.5% | +19.1% | +10.5% |
| 30D | +0.4% | -18.1% | +18.5% | +7.8% |
| 3M | +7.7% | -23.0% | +30.7% | +17.6% |
| 6M | -18.0% | -39.4% | +21.3% | -4.0% |
| YTD | -9.3% | -21.7% | +12.4% | -0.4% |
| 1Y | +34.2% | -25.9% | +60.1% | +48.4% |
| All | +34.2% | -26.2% | +60.4% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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