+251.0%
ECHO vs COR
+180.2%
+70.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +5.3% | -3.9% | +9.2% | +5.6% |
| 30D | +2.4% | -0.3% | +2.8% | +2.4% |
| 3M | -21.8% | +15.9% | -37.7% | -23.1% |
| 6M | -16.9% | -10.3% | -6.7% | -15.1% |
| YTD | -16.0% | -3.7% | -12.3% | -15.2% |
| 1Y | +9.3% | +9.1% | +0.2% | +7.8% |
| 3Y | +406.2% | +86.6% | +319.6% | +322.4% |
| 5Y | +251.0% | +180.9% | +70.0% | +124.8% |
| All | +251.0% | +180.2% | +70.7% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling