+191.3%
ECHO vs COR
+399.7%
-208.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +5.3% | -3.9% | +9.2% | +6.3% |
| 30D | +2.4% | -0.3% | +2.8% | +2.3% |
| 3M | -21.8% | +15.9% | -37.7% | -25.0% |
| 6M | -16.9% | -10.3% | -6.7% | -15.4% |
| YTD | -16.0% | -3.7% | -12.3% | -16.2% |
| 1Y | +9.3% | +9.1% | +0.2% | +5.0% |
| 3Y | +406.2% | +86.6% | +319.6% | +306.3% |
| 5Y | +251.0% | +180.9% | +70.0% | +144.5% |
| 10Y | +191.3% | +407.4% | -216.2% | +77.3% |
| All | +191.3% | +399.7% | -208.4% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling