-68.6%
CGEN vs SPY
+311.8%
-380.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.9% |
| 7D | +3.0% | -0.9% | +3.9% | +4.5% |
| 30D | +1.0% | -2.4% | +3.3% | +4.9% |
| 3M | -12.9% | -1.2% | -11.8% | -11.4% |
| 6M | -27.2% | +3.3% | -30.5% | -30.3% |
| YTD | +36.6% | +12.3% | +24.3% | +16.5% |
| 1Y | +21.5% | +12.4% | +9.1% | +3.4% |
| 3Y | +260.3% | +78.8% | +181.5% | +60.2% |
| 5Y | -70.8% | +75.2% | -146.0% | -86.1% |
| 10Y | -68.6% | +311.1% | -379.7% | -95.2% |
| All | -68.6% | +311.8% | -380.3% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling