-81.0%
CELZ vs SPY
+9.7%
-90.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.1% |
| 7D | -5.0% | -2.7% | -2.3% | -0.7% |
| 30D | -30.0% | -5.4% | -24.6% | -23.1% |
| 3M | -45.9% | -4.1% | -41.8% | -41.8% |
| 6M | -72.1% | +0.7% | -72.8% | -72.2% |
| YTD | -68.3% | +8.7% | -76.9% | -71.2% |
| All | -81.0% | +9.7% | -90.8% | -82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling