Pretty good for a non-native but still a bit off. e- and o-like vowels are a bit unnatural. "Ч" sounds like English "ch" in "chump" (Russian one is pronounced closer to your teeth).
Ж and Ш are too deep. I often hear a typical English glide like in "day-"may"-"aye" glide when he pronounces the names of letters like "de", "ze" and so on (in Russian you don't do that).
There are lots of resources by natives, so as you are comfortable recognizing letters, better model the exact pronunciations from these. Just search for "cyrillic alphabet" on Youtube.