+926.7%
ECHO vs COO
-24.0%
+950.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +5.7% | +0.5% | +5.2% | +5.5% |
| 30D | +13.8% | +14.2% | -0.3% | +6.7% |
| 3M | +9.1% | -18.2% | +27.3% | +19.2% |
| 6M | -24.9% | +5.3% | -30.3% | -30.0% |
| YTD | -8.0% | -23.6% | +15.6% | +4.6% |
| 1Y | +42.9% | -12.7% | +55.6% | +49.0% |
| 3Y | +926.7% | -24.2% | +950.9% | +1,037.0% |
| All | +926.7% | -24.0% | +950.7% | +1,037.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling