-100.0%
CELZ vs SPY
+305.4%
-405.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -5.0% | -2.7% | -2.3% | -4.2% |
| 30D | -30.0% | -5.4% | -24.6% | -28.7% |
| 3M | -45.9% | -4.1% | -41.8% | -45.1% |
| 6M | -72.1% | +0.7% | -72.8% | -72.1% |
| YTD | -68.3% | +8.7% | -76.9% | -68.8% |
| 1Y | -79.1% | +10.9% | -89.9% | -79.5% |
| 3Y | -85.5% | +75.0% | -160.5% | -86.8% |
| 5Y | -99.1% | +67.8% | -166.9% | -99.2% |
| All | -100.0% | +305.4% | -405.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling