+192.7%
ECHO vs COO
+43.7%
+149.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.8% | +5.2% |
| 7D | +8.6% | -2.3% | +10.9% | +9.6% |
| 30D | +3.8% | -8.8% | +12.6% | +7.6% |
| 3M | -19.9% | +1.3% | -21.2% | -20.9% |
| 6M | -12.1% | -11.6% | -0.5% | -8.4% |
| YTD | -14.1% | -17.4% | +3.4% | -7.8% |
| 1Y | +15.9% | -1.6% | +17.5% | +14.6% |
| 3Y | +417.8% | -22.6% | +440.5% | +462.7% |
| 5Y | +259.3% | -40.3% | +299.7% | +320.2% |
| 10Y | +192.7% | +45.2% | +147.5% | +170.1% |
| All | +192.7% | +43.7% | +149.0% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling