-8.6%
CGEN vs VT
+345.0%
-353.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -1.3% |
| 7D | -5.9% | -4.2% | -1.7% | -1.7% |
| 30D | -13.5% | -5.8% | -7.7% | -7.9% |
| 3M | -15.8% | -5.2% | -10.5% | -10.9% |
| 6M | -29.4% | +0.1% | -29.5% | -29.2% |
| YTD | +25.5% | +8.2% | +17.3% | +17.1% |
| 1Y | +17.1% | +10.1% | +7.0% | +7.4% |
| 3Y | +159.5% | +69.7% | +89.8% | +60.9% |
| 5Y | -71.4% | +53.4% | -124.8% | -79.7% |
| 10Y | -67.7% | +219.2% | -287.0% | -86.0% |
| All | -8.6% | +345.0% | -353.6% | -61.0% |
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