+33.6%
ECHO vs CCJ
+31.2%
+2.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | +2.4% | +6.9% | -4.5% | +0.4% |
| 3M | -28.0% | -11.6% | -16.3% | -26.4% |
| 6M | -21.2% | -16.2% | -5.0% | -19.2% |
| YTD | -17.4% | +10.1% | -27.5% | -17.5% |
| 1Y | +33.6% | +32.3% | +1.3% | +32.1% |
| All | +33.6% | +31.2% | +2.4% | +32.1% |
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