-100.0%
CELZ vs SPY
+311.3%
-411.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -1.8% | +0.5% | -2.4% | -2.0% |
| 30D | -23.9% | -0.9% | -23.0% | -23.8% |
| 3M | -50.2% | +3.9% | -54.1% | -50.7% |
| 6M | -42.6% | +14.5% | -57.1% | -44.6% |
| YTD | -44.9% | +12.9% | -57.8% | -46.6% |
| 1Y | -67.3% | +19.4% | -86.6% | -68.6% |
| 3Y | -77.2% | +78.5% | -155.7% | -79.4% |
| 5Y | -99.1% | +81.8% | -180.8% | -99.2% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +311.3% | -411.3% | -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