+417.8%
ECHO vs COR
+87.4%
+330.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +3.8% |
| 7D | +8.6% | -1.9% | +10.5% | +8.3% |
| 30D | +3.8% | +1.5% | +2.2% | +4.0% |
| 3M | -19.9% | +18.7% | -38.6% | -18.7% |
| 6M | -12.1% | -9.0% | -3.0% | -11.1% |
| YTD | -14.1% | -3.3% | -10.8% | -12.4% |
| 1Y | +15.9% | +9.8% | +6.0% | +19.6% |
| 3Y | +417.8% | +87.4% | +330.5% | +485.9% |
| All | +417.8% | +87.4% | +330.4% | +485.9% |
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