+3,015.3%
CVNA vs ECHO
+97.2%
+2,918.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -7.3% | +3.7% | -11.0% | -8.2% |
| 30D | -4.6% | +0.7% | -5.3% | -4.8% |
| 3M | +2.0% | -27.3% | +29.3% | +10.1% |
| 6M | +11.7% | -17.0% | +28.7% | +15.6% |
| YTD | -18.1% | -14.3% | -3.7% | -16.8% |
| 1Y | -2.4% | +20.9% | -23.3% | -9.5% |
| 3Y | +580.6% | +423.0% | +157.6% | +218.5% |
| 5Y | +4.9% | +265.7% | -260.8% | -43.4% |
| All | +3,015.3% | +97.2% | +2,918.1% | +1,965.3% |
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