+258.3%
ECHO vs COO
+563.7%
-305.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.8% |
| 7D | -2.4% | +4.7% | -7.1% | -4.0% |
| 30D | -3.1% | +13.9% | -17.0% | -7.6% |
| 3M | +8.7% | -14.9% | +23.7% | +13.4% |
| 6M | -24.8% | +2.0% | -26.8% | -26.9% |
| YTD | -13.0% | -23.9% | +11.0% | -6.5% |
| 1Y | +33.9% | -9.6% | +43.6% | +35.6% |
| 3Y | +791.8% | -25.4% | +817.2% | +859.9% |
| 5Y | +261.7% | -41.2% | +302.9% | +310.5% |
| 10Y | +157.3% | +42.1% | +115.2% | +120.1% |
| All | +258.3% | +563.7% | -305.4% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling