-98.4%
CELU vs SPY
+192.9%
-291.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -7.9% |
| 7D | -18.1% | +0.5% | -18.6% | -18.4% |
| 30D | +119.7% | -0.9% | +120.6% | +122.0% |
| 3M | +89.7% | +3.9% | +85.8% | +85.4% |
| 6M | +27.3% | +14.5% | +12.7% | +15.9% |
| YTD | +38.7% | +12.9% | +25.8% | +27.9% |
| 1Y | -27.0% | +19.4% | -46.4% | -35.2% |
| 3Y | -51.7% | +78.5% | -130.2% | -65.5% |
| 5Y | -97.7% | +81.8% | -179.5% | -98.4% |
| All | -98.4% | +192.9% | -291.3% | -99.0% |
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