-76.2%
CELZ vs SPY
+80.4%
-156.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.8% |
| 30D | +66.0% | +0.1% | +65.9% | +65.8% |
| 3M | -47.6% | +2.0% | -49.6% | -48.6% |
| 6M | -40.3% | +13.0% | -53.3% | -46.6% |
| YTD | -43.4% | +13.5% | -56.9% | -49.4% |
| 1Y | -66.3% | +20.0% | -86.2% | -70.9% |
| All | -76.2% | +80.4% | -156.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling