-97.9%
CELU vs SPY
+82.3%
-180.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -3.0% |
| 7D | -16.1% | -0.8% | -15.3% | -15.1% |
| 30D | +104.3% | -1.1% | +105.4% | +108.8% |
| 3M | +93.9% | +3.9% | +90.1% | +86.2% |
| 6M | +10.2% | +13.6% | -3.4% | -7.3% |
| YTD | +27.0% | +12.7% | +14.4% | +8.5% |
| 1Y | -39.5% | +17.5% | -57.0% | -51.2% |
| 3Y | -53.3% | +76.9% | -130.2% | -77.8% |
| All | -97.9% | +82.3% | -180.2% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling