-76.7%
CGEN vs SPY
+734.2%
-810.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +13.6% | +0.1% | +13.5% | +13.4% |
| 3M | +16.7% | +2.0% | +14.7% | +14.6% |
| 6M | +21.0% | +13.0% | +8.0% | +8.3% |
| YTD | +69.3% | +13.5% | +55.7% | +51.4% |
| 1Y | +83.7% | +20.0% | +63.7% | +56.7% |
| 3Y | +127.2% | +77.2% | +50.0% | +38.9% |
| 5Y | -62.7% | +81.9% | -144.6% | -76.7% |
| 10Y | -65.0% | +314.1% | -379.1% | -87.5% |
| All | -76.7% | +734.2% | -810.9% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling