+421.5%
CPRT vs ECHO
+194.2%
+227.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.4% | -3.7% |
| 7D | +0.4% | +8.6% | -8.2% | -0.4% |
| 30D | +9.9% | +3.8% | +6.2% | +9.5% |
| 3M | +5.6% | -19.9% | +25.5% | +7.5% |
| 6M | -13.6% | -12.1% | -1.6% | -13.3% |
| YTD | -16.7% | -14.1% | -2.7% | -16.5% |
| 1Y | -33.1% | +15.9% | -49.0% | -35.0% |
| 3Y | -27.1% | +417.8% | -444.9% | -46.5% |
| 5Y | -9.9% | +259.3% | -269.2% | -29.6% |
| All | +421.5% | +194.2% | +227.3% | +328.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling