+260.3%
CGEN vs SPY
+78.4%
+182.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.8% |
| 7D | +4.0% | -0.6% | +4.6% | +5.1% |
| 30D | -1.9% | -3.7% | +1.8% | +4.5% |
| 3M | -10.7% | -2.7% | -7.9% | -6.6% |
| 6M | -27.9% | +2.2% | -30.1% | -30.2% |
| YTD | +36.6% | +10.8% | +25.8% | +17.0% |
| 1Y | +25.1% | +11.2% | +13.9% | +6.5% |
| 3Y | +260.3% | +76.5% | +183.9% | +6.8% |
| All | +260.3% | +78.4% | +182.0% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling