-65.3%
CGEN vs SPY
+312.5%
-377.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.5% |
| 7D | -5.7% | -0.4% | -5.3% | -5.3% |
| 30D | +6.0% | -1.4% | +7.4% | +7.9% |
| 3M | +22.8% | +3.7% | +19.1% | +16.2% |
| 6M | +15.3% | +13.0% | +2.3% | -3.3% |
| YTD | +62.1% | +12.4% | +49.7% | +37.7% |
| 1Y | +73.4% | +18.5% | +54.9% | +37.1% |
| 3Y | +136.2% | +77.6% | +58.6% | +5.8% |
| 5Y | -63.7% | +81.7% | -145.4% | -83.5% |
| 10Y | -65.3% | +319.7% | -384.9% | -94.2% |
| All | -65.3% | +312.5% | -377.8% | -94.2% |
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