+907.5%
ECHO vs CCJ
+69.8%
+837.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.1% |
| 7D | +9.1% | +5.0% | +4.1% | +7.8% |
| 30D | +7.2% | -16.7% | +23.9% | +12.2% |
| 3M | +6.1% | -27.5% | +33.6% | +14.6% |
| 6M | -24.2% | -38.6% | +14.5% | -15.3% |
| YTD | -9.7% | -21.5% | +11.8% | -4.3% |
| 1Y | +40.9% | -22.3% | +63.2% | +49.3% |
| All | +907.5% | +69.8% | +837.7% | +805.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling