-90.1%
CAN vs SPY
+75.1%
-165.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +1.9% |
| 7D | -7.5% | -2.7% | -4.8% | +0.7% |
| 30D | -40.0% | -5.4% | -34.6% | -28.7% |
| 3M | -4.1% | -4.1% | 0.0% | +12.1% |
| 6M | -66.4% | +0.7% | -67.1% | -65.5% |
| YTD | -73.0% | +8.7% | -81.7% | -76.7% |
| 1Y | -83.5% | +10.9% | -94.4% | -86.5% |
| 3Y | -90.1% | +75.0% | -165.0% | -96.8% |
| All | -90.1% | +75.1% | -165.1% | -96.8% |
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