+37.2%
ECHO vs COO
-8.8%
+46.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.5% | +4.4% | +6.8% |
| 7D | +3.0% | +4.3% | -1.3% | +2.9% |
| 30D | +6.7% | +17.6% | -10.9% | +5.5% |
| 3M | +12.4% | -13.9% | +26.3% | +15.2% |
| 6M | -20.4% | +6.6% | -27.0% | -23.2% |
| YTD | -6.9% | -22.0% | +15.1% | +5.7% |
| All | +37.2% | -8.8% | +46.0% | +48.8% |
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