+1,150.7%
CPRT vs ECHO
+267.2%
+883.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | +4.0% | +2.2% | +1.8% | +3.6% |
| 30D | +18.2% | +9.8% | +8.4% | +16.4% |
| 3M | +9.2% | +16.8% | -7.7% | +6.4% |
| 6M | -4.8% | -18.1% | +13.2% | -3.4% |
| YTD | -17.5% | -4.2% | -13.3% | -18.7% |
| 1Y | -22.0% | +41.2% | -63.2% | -27.5% |
| 3Y | -33.7% | +943.7% | -977.4% | -62.8% |
| 5Y | -15.0% | +277.5% | -292.5% | -41.6% |
| 10Y | +385.2% | +159.8% | +225.4% | +250.1% |
| All | +1,150.7% | +267.2% | +883.5% | +590.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling