+363.9%
CPRT vs ECHO
+139.8%
+224.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.2% |
| 7D | -1.5% | +9.1% | -10.6% | -2.3% |
| 30D | +21.4% | +7.2% | +14.2% | +20.3% |
| 3M | +10.4% | +6.1% | +4.3% | +9.4% |
| 6M | -4.3% | -24.2% | +19.8% | -2.6% |
| YTD | -18.3% | -9.7% | -8.5% | -18.6% |
| 1Y | -22.5% | +40.9% | -63.4% | -26.2% |
| 3Y | -34.3% | +883.3% | -917.6% | -57.3% |
| 5Y | -17.8% | +224.2% | -241.9% | -33.1% |
| All | +363.9% | +139.8% | +224.1% | +297.5% |
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 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