+2,082.1%
CELH vs ECHO
+222.0%
+1,860.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.2% | -6.1% |
| 7D | -11.7% | +5.3% | -17.0% | -12.5% |
| 30D | +1.6% | +2.4% | -0.9% | +1.0% |
| 3M | -2.0% | -21.8% | +19.8% | +1.5% |
| 6M | -36.2% | -16.9% | -19.3% | -35.3% |
| YTD | -39.6% | -16.0% | -23.6% | -39.2% |
| 1Y | -50.7% | +9.3% | -60.0% | -52.8% |
| 3Y | -58.9% | +406.2% | -465.1% | -76.1% |
| 5Y | -5.4% | +251.0% | -256.3% | -40.5% |
| 10Y | +3,848.6% | +191.3% | +3,657.3% | +2,391.4% |
| All | +2,082.1% | +222.0% | +1,860.1% | +1,006.3% |
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 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