+260.6%
ECHO vs COPX
+167.3%
+93.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +3.3% |
| 7D | +2.3% | -2.9% | +5.2% | +3.3% |
| 30D | +4.4% | 0.0% | +4.4% | +4.0% |
| 3M | -20.3% | +14.8% | -35.1% | -24.9% |
| 6M | -15.3% | +7.0% | -22.4% | -18.7% |
| YTD | -15.5% | +23.8% | -39.4% | -24.4% |
| 1Y | +15.0% | +75.7% | -60.7% | -11.2% |
| 3Y | +409.1% | +156.4% | +252.8% | +230.0% |
| 5Y | +260.6% | +167.6% | +93.0% | +128.1% |
| All | +260.6% | +167.3% | +93.3% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling