+106.7%
CRWD vs ECHO
+40.1%
+66.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | +3.4% | -5.8% | -2.9% |
| 30D | +1.5% | +2.4% | -0.8% | +1.2% |
| 3M | +18.5% | -28.0% | +46.5% | +21.9% |
| 6M | +109.1% | -21.2% | +130.3% | +112.0% |
| YTD | +81.8% | -17.4% | +99.2% | +83.4% |
| 1Y | +106.7% | +33.6% | +73.1% | +99.5% |
| All | +106.7% | +40.1% | +66.5% | +99.5% |
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