+23.3%
CGEN vs VT
+374.2%
-350.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.9% |
| 30D | +13.6% | +1.0% | +12.6% | +12.5% |
| 3M | +16.7% | +2.4% | +14.3% | +14.2% |
| 6M | +21.0% | +12.0% | +9.0% | +8.4% |
| YTD | +69.3% | +15.3% | +53.9% | +47.8% |
| 1Y | +83.7% | +22.6% | +61.1% | +51.6% |
| 3Y | +127.2% | +74.7% | +52.5% | +36.3% |
| 5Y | -62.7% | +66.1% | -128.9% | -75.5% |
| 10Y | -65.0% | +225.0% | -290.1% | -85.3% |
| All | +23.3% | +374.2% | -350.9% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling