+423.0%
ECHO vs COPX
+149.4%
+273.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | -2.3% | +6.1% | +4.6% |
| 30D | +0.7% | +0.3% | +0.4% | +0.1% |
| 3M | -27.3% | +6.8% | -34.1% | -30.0% |
| 6M | -17.0% | +7.9% | -24.9% | -21.1% |
| YTD | -14.3% | +23.7% | -38.1% | -25.0% |
| 1Y | +20.9% | +71.5% | -50.6% | -10.6% |
| 3Y | +423.0% | +149.1% | +273.9% | +183.6% |
| All | +423.0% | +149.4% | +273.6% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling