-81.2%
CGEN vs SPY
+714.3%
-795.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.0% |
| 7D | +4.0% | -0.6% | +4.6% | +4.8% |
| 30D | -1.9% | -3.7% | +1.8% | +2.0% |
| 3M | -10.7% | -2.7% | -7.9% | -8.1% |
| 6M | -27.9% | +2.2% | -30.1% | -29.0% |
| YTD | +36.6% | +10.8% | +25.8% | +25.4% |
| 1Y | +25.1% | +11.2% | +13.9% | +14.5% |
| 3Y | +260.3% | +76.5% | +183.9% | +122.1% |
| 5Y | -66.7% | +72.9% | -139.7% | -78.2% |
| 10Y | -67.8% | +304.8% | -372.7% | -88.2% |
| All | -81.2% | +714.3% | -795.5% | -94.1% |
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