+21.4%
CVNA vs ECHO
+227.9%
-206.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | -1.6% | +5.7% | -7.3% | -2.9% |
| 30D | +24.9% | +13.8% | +11.0% | +21.0% |
| 3M | -1.8% | +9.1% | -10.9% | -4.1% |
| 6M | +3.5% | -24.9% | +28.5% | +9.3% |
| YTD | -14.3% | -8.0% | -6.3% | -14.7% |
| 1Y | +13.6% | +42.9% | -29.3% | +2.1% |
| 3Y | +1,163.4% | +926.7% | +236.7% | +375.8% |
| All | +21.4% | +227.9% | -206.5% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling