+412.4%
CPRT vs ECHO
+187.5%
+224.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -0.4% | +5.3% | -5.7% | -0.9% |
| 30D | +8.2% | +2.4% | +5.8% | +8.0% |
| 3M | +2.3% | -21.8% | +24.1% | +4.3% |
| 6M | -14.7% | -16.9% | +2.2% | -13.9% |
| YTD | -18.2% | -16.0% | -2.2% | -17.8% |
| 1Y | -33.4% | +9.3% | -42.6% | -34.9% |
| 3Y | -28.3% | +406.2% | -434.5% | -47.3% |
| 5Y | -9.8% | +251.0% | -260.8% | -29.4% |
| 10Y | +412.4% | +191.3% | +221.1% | +321.6% |
| All | +412.4% | +187.5% | +224.8% | +321.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling