+122.5%
CRWV vs ECHO
+256.0%
-133.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.3% |
| 7D | -0.4% | +3.7% | -4.1% | -0.8% |
| 30D | -17.4% | +0.7% | -18.1% | -17.4% |
| 3M | -7.1% | -27.3% | +20.3% | -4.9% |
| 6M | +8.6% | -17.0% | +25.6% | +9.9% |
| YTD | +24.3% | -14.3% | +38.6% | +25.8% |
| 1Y | -21.0% | +20.9% | -41.9% | -20.7% |
| All | +122.5% | +256.0% | -133.6% | +169.5% |
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 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