-81.9%
CAN vs SPY
+77.4%
-159.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -7.3% |
| 7D | -5.3% | +0.1% | -5.4% | -4.7% |
| 30D | +82.7% | +0.1% | +82.7% | +85.0% |
| 3M | -7.5% | +2.0% | -9.4% | -11.1% |
| 6M | -32.8% | +13.0% | -45.8% | -50.1% |
| YTD | -47.8% | +13.5% | -61.4% | -60.9% |
| 1Y | -47.4% | +20.0% | -67.3% | -64.2% |
| All | -81.9% | +77.4% | -159.3% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling