-85.8%
CAN vs SPY
+11.9%
-97.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.3% | -0.4% | -18.9% | -18.0% |
| 7D | -18.9% | -0.6% | -18.3% | -16.5% |
| 30D | -45.7% | -3.7% | -42.0% | -36.6% |
| 3M | -18.5% | -2.7% | -15.8% | -6.2% |
| 6M | -68.0% | +2.2% | -70.2% | -68.6% |
| YTD | -76.4% | +10.8% | -87.2% | -81.8% |
| 1Y | -85.8% | +11.2% | -97.1% | -89.1% |
| All | -85.8% | +11.9% | -97.8% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling