+1,333.1%
CRWD vs ECHO
+161.8%
+1,171.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.9% |
| 7D | +2.2% | +5.3% | -3.2% | +1.7% |
| 30D | -7.7% | +2.4% | -10.1% | -7.9% |
| 3M | +28.9% | -21.8% | +50.7% | +31.5% |
| 6M | +91.5% | -16.9% | +108.4% | +93.4% |
| YTD | +77.3% | -16.0% | +93.3% | +78.7% |
| 1Y | +96.3% | +9.3% | +87.0% | +92.8% |
| 3Y | +394.5% | +406.2% | -11.7% | +284.1% |
| 5Y | +213.5% | +251.0% | -37.5% | +153.2% |
| All | +1,333.1% | +161.8% | +1,171.3% | +1,014.1% |
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 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