+34.2%
ECHO vs COPX
+31.7%
+2.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.2% | -4.8% |
| 7D | +4.6% | -3.0% | +7.5% | +5.6% |
| 30D | +0.4% | -13.6% | +14.1% | +6.2% |
| 3M | +7.7% | -11.2% | +18.9% | +12.0% |
| 6M | -18.0% | -2.4% | -15.7% | -18.0% |
| YTD | -9.3% | +4.2% | -13.5% | -10.4% |
| 1Y | +34.2% | +32.2% | +2.0% | +24.2% |
| All | +34.2% | +31.7% | +2.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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