+1,276.1%
CRDO vs ECHO
+284.0%
+992.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -2.4% | +2.3% | -4.6% | -2.8% |
| 30D | -35.3% | +4.4% | -39.7% | -35.7% |
| 3M | -32.6% | -20.3% | -12.3% | -30.1% |
| 6M | +42.7% | -15.3% | +58.1% | +45.9% |
| YTD | +11.4% | -15.5% | +26.9% | +13.7% |
| 1Y | -2.2% | +15.0% | -17.2% | -4.9% |
| 3Y | +912.1% | +409.1% | +502.9% | +637.2% |
| All | +1,276.1% | +284.0% | +992.1% | +1,007.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling