+485.5%
ECHO vs COPX
+198.0%
+287.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +2.4% |
| 7D | +8.6% | +5.8% | +2.8% | +6.3% |
| 30D | +3.8% | +7.2% | -3.5% | +0.8% |
| 3M | -19.9% | +16.5% | -36.4% | -24.8% |
| 6M | -12.1% | +18.4% | -30.5% | -18.6% |
| YTD | -14.1% | +31.9% | -46.0% | -24.6% |
| 1Y | +15.9% | +88.5% | -72.6% | -12.2% |
| 3Y | +417.8% | +173.1% | +244.8% | +233.3% |
| 5Y | +259.3% | +193.1% | +66.2% | +117.2% |
| 10Y | +192.7% | +591.7% | -398.9% | +19.3% |
| All | +485.5% | +198.0% | +287.5% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling