+1,298.7%
CRDO vs ECHO
+289.4%
+1,009.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | -4.5% | +3.7% | -8.2% | -5.1% |
| 30D | -39.2% | +0.7% | -39.9% | -39.3% |
| 3M | -38.5% | -27.3% | -11.1% | -35.4% |
| 6M | +40.6% | -17.0% | +57.6% | +44.1% |
| YTD | +13.2% | -14.3% | +27.6% | +15.3% |
| 1Y | +2.3% | +20.9% | -18.6% | -1.2% |
| 3Y | +942.5% | +423.0% | +519.6% | +654.3% |
| All | +1,298.7% | +289.4% | +1,009.3% | +1,023.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling