-70.7%
CGEN vs VT
+53.4%
-124.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.7% |
| 7D | -1.0% | -2.3% | +1.3% | +3.1% |
| 30D | -8.8% | -5.0% | -3.9% | 0.0% |
| 3M | -14.8% | -4.9% | -9.9% | -6.8% |
| 6M | -29.0% | -1.5% | -27.4% | -27.0% |
| YTD | +28.1% | +8.5% | +19.6% | +10.8% |
| 1Y | +19.5% | +11.4% | +8.1% | -1.5% |
| 3Y | +172.2% | +70.1% | +102.1% | +3.6% |
| All | -70.7% | +53.4% | -124.1% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling