+27.3%
CRDO vs ECHO
+40.1%
-12.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | -26.7% | +3.4% | -30.1% | -27.6% |
| 30D | -24.1% | +2.4% | -26.4% | -24.4% |
| 3M | -21.6% | -28.0% | +6.4% | -15.1% |
| 6M | +66.3% | -21.2% | +87.6% | +72.8% |
| YTD | +18.5% | -17.4% | +35.9% | +22.3% |
| 1Y | +27.3% | +33.6% | -6.3% | +19.0% |
| All | +27.3% | +40.1% | -12.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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