+349.1%
CELC vs SPY
+247.5%
+101.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +0.2% | +3.3% | -3.1% | -2.5% |
| 30D | +1.6% | -2.7% | +4.2% | +4.1% |
| 3M | -30.3% | -1.7% | -28.6% | -29.1% |
| 6M | -48.5% | +3.1% | -51.6% | -49.7% |
| YTD | -35.7% | +11.9% | -47.6% | -41.3% |
| 1Y | -24.6% | +12.0% | -36.6% | -31.3% |
| 3Y | +495.8% | +78.2% | +417.6% | +282.2% |
| 5Y | +267.1% | +73.2% | +193.9% | +140.0% |
| All | +349.1% | +247.5% | +101.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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