+34.2%
ECHO vs COO
-7.7%
+41.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.9% | -9.2% | -3.5% |
| 7D | +4.6% | +8.4% | -3.9% | +4.2% |
| 30D | +0.4% | +13.5% | -13.1% | -0.4% |
| 3M | +7.7% | -13.8% | +21.4% | +10.6% |
| 6M | -18.0% | +4.7% | -22.8% | -19.9% |
| YTD | -9.3% | -21.4% | +12.1% | +3.3% |
| 1Y | +34.2% | -6.7% | +41.0% | +40.1% |
| All | +34.2% | -7.7% | +41.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling