+240.0%
ECHO vs COO
+640.6%
-400.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +3.4% | -2.2% | +5.6% | +4.2% |
| 30D | +2.4% | -7.0% | +9.4% | +4.8% |
| 3M | -28.0% | +12.2% | -40.2% | -31.3% |
| 6M | -21.2% | -15.1% | -6.1% | -17.4% |
| YTD | -17.4% | -15.1% | -2.3% | -13.5% |
| 1Y | +33.6% | +2.3% | +31.3% | +30.9% |
| 3Y | +419.7% | -23.7% | +443.3% | +459.5% |
| 5Y | +241.7% | -38.9% | +280.6% | +286.3% |
| 10Y | +180.8% | +49.9% | +130.8% | +137.7% |
| All | +240.0% | +640.6% | -400.6% | +75.7% |
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