-57.7%
CRWV vs ECHO
+34.1%
-91.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.3% | -6.6% | -8.1% |
| 7D | -24.3% | +4.6% | -28.8% | -26.1% |
| 30D | -44.6% | +0.4% | -45.0% | -44.5% |
| 3M | -47.3% | +7.7% | -55.0% | -49.0% |
| 6M | -61.4% | -18.0% | -43.3% | -59.8% |
| YTD | -32.4% | -9.3% | -23.1% | -35.9% |
| All | -57.7% | +34.1% | -91.8% | -68.6% |
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