-62.2%
CGEN vs SPY
+81.8%
-143.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.3% |
| 7D | -1.2% | +0.5% | -1.7% | -2.1% |
| 30D | +6.2% | -0.9% | +7.2% | +7.6% |
| 3M | +25.5% | +3.9% | +21.6% | +17.5% |
| 6M | +23.1% | +14.5% | +8.6% | -1.5% |
| YTD | +67.3% | +12.9% | +54.4% | +37.8% |
| 1Y | +76.6% | +19.4% | +57.2% | +33.4% |
| 3Y | +143.8% | +78.5% | +65.4% | -6.1% |
| 5Y | -62.2% | +81.8% | -143.9% | -85.8% |
| All | -62.2% | +81.8% | -143.9% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling