+34.2%
ECHO vs COR
+5.5%
+28.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.2% | -2.6% |
| 7D | +4.6% | +9.1% | -4.6% | +6.1% |
| 30D | +0.4% | +12.4% | -12.0% | +2.3% |
| 3M | +7.7% | +15.8% | -8.1% | +10.0% |
| 6M | -18.0% | +17.1% | -35.1% | -16.0% |
| YTD | -9.3% | +5.4% | -14.7% | -2.2% |
| 1Y | +34.2% | +3.5% | +30.7% | +44.3% |
| All | +34.2% | +5.5% | +28.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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