-100.0%
CELZ price history and return analytics
+229.8%
-329.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -13.5% | -1.1% | -12.4% | -13.0% |
| 30D | -20.0% | -1.0% | -19.0% | -19.6% |
| 3M | -54.9% | +3.2% | -58.1% | -55.4% |
| 6M | -51.2% | +12.5% | -63.7% | -53.4% |
| YTD | -51.0% | +14.1% | -65.1% | -53.4% |
| 1Y | -72.5% | +18.9% | -91.4% | -74.1% |
| 3Y | -82.0% | +74.1% | -156.1% | -84.9% |
| 5Y | -99.0% | +66.9% | -165.9% | -99.2% |
| All | -100.0% | +229.8% | -329.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling