+240.0%
ECHO vs CCJ
+210.8%
+29.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -28.0% | -11.6% | -16.3% | -26.0% |
| 6M | -21.2% | -16.2% | -5.0% | -18.6% |
| YTD | -17.4% | +10.1% | -27.5% | -20.1% |
| 1Y | +33.6% | +32.3% | +1.3% | +22.2% |
| 3Y | +419.7% | +171.3% | +248.4% | +287.8% |
| 5Y | +241.7% | +372.4% | -130.7% | +111.5% |
| 10Y | +180.8% | +1,070.0% | -889.3% | +23.6% |
| All | +240.0% | +210.8% | +29.3% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling