-99.0%
CELZ vs VT
+57.5%
-156.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -10.7% | -0.1% | -10.6% | -10.6% |
| 30D | -28.3% | -3.1% | -25.3% | -25.8% |
| 3M | -49.9% | -3.5% | -46.4% | -47.8% |
| 6M | -74.0% | +0.5% | -74.4% | -73.9% |
| YTD | -69.3% | +10.8% | -80.1% | -72.0% |
| 1Y | -81.7% | +11.9% | -93.6% | -83.4% |
| 3Y | -85.9% | +73.0% | -158.9% | -91.4% |
| 5Y | -99.0% | +58.6% | -157.6% | -99.1% |
| All | -99.0% | +57.5% | -156.5% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling