-71.4%
CGEN vs VT
+53.2%
-124.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | +1.8% |
| 7D | -5.9% | -4.2% | -1.7% | +1.5% |
| 30D | -13.5% | -5.8% | -7.7% | -3.6% |
| 3M | -15.8% | -5.2% | -10.5% | -7.3% |
| 6M | -29.4% | +0.1% | -29.5% | -29.7% |
| YTD | +25.5% | +8.2% | +17.3% | +9.0% |
| 1Y | +17.1% | +10.1% | +7.0% | -1.6% |
| 3Y | +159.5% | +69.7% | +89.8% | -0.9% |
| 5Y | -71.4% | +53.4% | -124.8% | -87.2% |
| All | -71.4% | +53.2% | -124.6% | -87.2% |
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