+1,325.8%
CRWD vs ECHO
+167.0%
+1,158.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -3.0% | +3.7% | -6.7% | -3.3% |
| 30D | -6.8% | +0.7% | -7.5% | -6.8% |
| 3M | +19.6% | -27.3% | +46.9% | +22.8% |
| 6M | +87.1% | -17.0% | +104.1% | +89.0% |
| YTD | +76.4% | -14.3% | +90.7% | +77.5% |
| 1Y | +90.8% | +20.9% | +69.9% | +85.9% |
| 3Y | +380.0% | +423.0% | -43.0% | +271.4% |
| 5Y | +215.6% | +265.7% | -50.1% | +153.7% |
| All | +1,325.8% | +167.0% | +1,158.8% | +1,006.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling