+412.3%
ECHO vs COO
-22.0%
+434.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | +3.4% | -2.2% | +5.6% | +4.6% |
| 30D | +2.4% | -7.0% | +9.4% | +6.1% |
| 3M | -28.0% | +12.2% | -40.2% | -33.6% |
| 6M | -21.2% | -15.1% | -6.1% | -13.9% |
| YTD | -17.4% | -15.1% | -2.3% | -9.9% |
| 1Y | +33.6% | +2.3% | +31.3% | +28.5% |
| All | +412.3% | -22.0% | +434.3% | +428.6% |
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