-100.0%
CELZ vs SPY
+329.3%
-429.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | +0.7% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -27.0% | -3.3% | -23.7% | -29.7% |
| 3M | -56.9% | -2.4% | -54.5% | -58.2% |
| 6M | -73.5% | +2.6% | -76.1% | -73.2% |
| YTD | -68.8% | +11.2% | -80.0% | -66.0% |
| 1Y | -79.7% | +13.4% | -93.1% | -77.5% |
| 3Y | -85.5% | +79.9% | -165.4% | -72.5% |
| 5Y | -99.0% | +72.2% | -171.2% | -98.7% |
| 10Y | -100.0% | +307.3% | -407.3% | -100.0% |
| All | -100.0% | +329.3% | -429.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling