-6.1%
CELH vs ECHO
+262.7%
-268.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.1% |
| 7D | -11.2% | +3.7% | -14.9% | -11.5% |
| 30D | -1.4% | +0.7% | -2.1% | -1.6% |
| 3M | -4.2% | -27.3% | +23.2% | -1.5% |
| 6M | -40.5% | -17.0% | -23.5% | -40.0% |
| YTD | -40.5% | -14.3% | -26.2% | -40.4% |
| 1Y | -53.0% | +20.9% | -73.9% | -54.7% |
| 3Y | -59.1% | +423.0% | -482.0% | -70.9% |
| All | -6.1% | +262.7% | -268.8% | -29.6% |
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 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