+417.8%
ECHO vs CCJ
+174.2%
+243.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.7% |
| 7D | +8.6% | +5.9% | +2.6% | +7.0% |
| 30D | +3.8% | +4.7% | -0.9% | +2.4% |
| 3M | -19.9% | -3.3% | -16.6% | -19.6% |
| 6M | -12.1% | -7.0% | -5.0% | -11.3% |
| YTD | -14.1% | +11.5% | -25.5% | -16.8% |
| 1Y | +15.9% | +32.3% | -16.4% | +6.4% |
| 3Y | +417.8% | +176.8% | +241.0% | +253.2% |
| All | +417.8% | +174.2% | +243.6% | +253.2% |
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 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