+41.2%
ECHO vs COR
-1.5%
+42.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +3.0% |
| 7D | +2.2% | +2.4% | -0.2% | +2.5% |
| 30D | +9.8% | +7.7% | +2.2% | +11.0% |
| 3M | +16.8% | +7.5% | +9.3% | +18.0% |
| 6M | -18.1% | +34.1% | -52.2% | -16.6% |
| YTD | -4.2% | +3.9% | -8.0% | +2.3% |
| 1Y | +41.2% | -3.6% | +44.9% | +54.3% |
| All | +41.2% | -1.5% | +42.8% | +54.3% |
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