+188.4%
ECHO vs CCJ
+1,074.4%
-886.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | +2.3% | -3.2% | +5.5% | +3.0% |
| 30D | +4.4% | -1.3% | +5.7% | +4.5% |
| 3M | -20.3% | +2.5% | -22.8% | -20.8% |
| 6M | -15.3% | -18.9% | +3.5% | -12.3% |
| YTD | -15.5% | +6.5% | -22.0% | -17.1% |
| 1Y | +15.0% | +22.8% | -7.9% | +8.6% |
| 3Y | +409.1% | +164.5% | +244.7% | +305.5% |
| 5Y | +260.6% | +303.7% | -43.1% | +156.8% |
| All | +188.4% | +1,074.4% | -886.0% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling