CELI - SEPT ADD XCSR

The chart shows the growth of an initial investment of $10,000 in CELI - SEPT ADD XCSR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Apr 23, 2020, CELI - SEPT ADD XCSR's average daily return is +0.53%, while the average monthly return is +11.56%. At this rate, an investment would double in approximately 0.5 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +710.7%, while the worst month was Jun 2022 at -10.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CELI - SEPT ADD XCSR closed higher 56% of trading days. The best single day was Apr 23, 2020 with a return of +679.1%, while the worst single day was Apr 4, 2025 at -5.5%.

CELI - SEPT ADD XCSR has an annualized alpha of 234.64%, beta of 0.88, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 23, 2020.

• This portfolio captured 299.96% of S&P 500 Index gains but only 88.55% of its losses — a favorable profile for investors.
• R² of 0.00 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

CELI - SEPT ADD XCSR has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

CELI - SEPT ADD XCSR ranks 94 for risk / return — in the top 94% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

CELI - SEPT ADD XCSR Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 3.95
• 5-Year: 0.97
• All Time: 0.26

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.19 to 3.00, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of CELI - SEPT ADD XCSR compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CELI - SEPT ADD XCSR provided a 1.34% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the CELI - SEPT ADD XCSR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the CELI - SEPT ADD XCSR was 26.94%, occurring on Oct 14, 2022. Recovery took 202 trading sessions.

The chart below shows the rolling one-month volatility.