-100.0%
CELZ vs SPY
+311.8%
-411.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.4% | +4.3% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -25.1% | -2.4% | -22.8% | -24.5% |
| 3M | -49.2% | -1.2% | -48.1% | -49.0% |
| 6M | -71.1% | +3.3% | -74.4% | -71.3% |
| YTD | -67.9% | +12.3% | -80.2% | -68.7% |
| 1Y | -80.3% | +12.4% | -92.8% | -80.9% |
| 3Y | -85.2% | +78.8% | -164.0% | -86.6% |
| 5Y | -98.8% | +75.2% | -174.0% | -98.9% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +311.8% | -411.8% | -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