-30.5%
CPRT vs ECHO
+842.2%
-872.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.9% | -5.4% | +1.4% |
| 7D | +1.6% | +3.0% | -1.4% | +1.5% |
| 30D | +18.8% | +6.7% | +12.1% | +18.5% |
| 3M | +9.4% | +12.4% | -3.0% | +9.0% |
| 6M | -4.4% | -20.4% | +16.0% | -3.9% |
| YTD | -17.1% | -6.9% | -10.2% | -17.2% |
| 1Y | -19.9% | +37.7% | -57.6% | -20.9% |
| 3Y | -30.5% | +902.9% | -933.4% | -35.5% |
| All | -30.5% | +842.2% | -872.7% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling