+159.8%
ECHO vs COR
+505.6%
-345.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.7% |
| 7D | +2.2% | +2.4% | -0.2% | +1.6% |
| 30D | +9.8% | +7.7% | +2.2% | +7.9% |
| 3M | +16.8% | +7.5% | +9.3% | +14.5% |
| 6M | -18.1% | +34.1% | -52.2% | -24.5% |
| YTD | -4.2% | +3.9% | -8.0% | -6.2% |
| 1Y | +41.2% | -3.6% | +44.9% | +41.1% |
| 3Y | +943.7% | +80.5% | +863.2% | +743.0% |
| 5Y | +277.5% | +194.9% | +82.7% | +154.1% |
| 10Y | +159.8% | +486.6% | -326.8% | +45.8% |
| All | +159.8% | +505.6% | -345.9% | +45.8% |
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