+140.3%
ECHO vs CCJ
+778.2%
-637.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.3% |
| 7D | +9.1% | +5.0% | +4.1% | +8.0% |
| 30D | +7.2% | -16.7% | +23.9% | +11.3% |
| 3M | +6.1% | -27.5% | +33.6% | +13.2% |
| 6M | -24.2% | -38.6% | +14.5% | -16.6% |
| YTD | -9.7% | -21.5% | +11.8% | -5.7% |
| 1Y | +40.9% | -22.3% | +63.2% | +47.1% |
| 3Y | +883.3% | +69.9% | +813.4% | +751.0% |
| 5Y | +224.2% | +163.6% | +60.6% | +151.1% |
| All | +140.3% | +778.2% | -637.9% | +29.2% |
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