+240.0%
ECHO vs COR
+2,129.2%
-1,889.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +3.4% | +2.8% | +0.6% | +2.5% |
| 30D | +2.4% | +4.5% | -2.2% | +0.7% |
| 3M | -28.0% | +22.7% | -50.6% | -33.0% |
| 6M | -21.2% | -9.7% | -11.5% | -19.8% |
| YTD | -17.4% | -1.4% | -16.0% | -18.6% |
| 1Y | +33.6% | +13.9% | +19.7% | +25.0% |
| 3Y | +419.7% | +94.0% | +325.7% | +291.8% |
| 5Y | +241.7% | +184.0% | +57.7% | +120.8% |
| 10Y | +180.8% | +406.8% | -226.0% | +37.7% |
| All | +240.0% | +2,129.2% | -1,889.2% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling