+902.9%
ECHO vs COR
+80.2%
+822.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.7% | +3.3% | +7.3% |
| 7D | +3.0% | +2.3% | +0.7% | +3.3% |
| 30D | +6.7% | +6.8% | -0.1% | +7.6% |
| 3M | +12.4% | +8.1% | +4.3% | +13.5% |
| 6M | -20.4% | +33.0% | -53.4% | -18.4% |
| YTD | -6.9% | +3.0% | -9.9% | -4.3% |
| 1Y | +37.7% | -3.4% | +41.1% | +40.8% |
| 3Y | +902.9% | +80.1% | +822.7% | +1,245.5% |
| All | +902.9% | +80.2% | +822.7% | +1,245.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling