-67.6%
CGEN vs VT
+215.5%
-283.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.7% |
| 7D | -1.0% | -2.3% | +1.3% | +2.7% |
| 30D | -8.8% | -5.0% | -3.9% | -1.1% |
| 3M | -14.8% | -4.9% | -9.9% | -7.7% |
| 6M | -29.0% | -1.5% | -27.4% | -27.1% |
| YTD | +28.1% | +8.5% | +19.6% | +13.4% |
| 1Y | +19.5% | +11.4% | +8.1% | +1.4% |
| 3Y | +172.2% | +70.1% | +102.1% | +22.3% |
| 5Y | -70.8% | +53.7% | -124.6% | -84.0% |
| All | -67.6% | +215.5% | -283.1% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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