-90.4%
CAN vs SPY
+78.1%
-168.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -2.7% |
| 7D | -16.7% | +2.6% | -19.3% | -21.8% |
| 30D | -39.9% | -2.0% | -37.9% | -35.0% |
| 3M | -27.6% | -2.8% | -24.8% | -18.1% |
| 6M | -69.4% | +2.1% | -71.6% | -69.6% |
| YTD | -77.5% | +11.5% | -89.0% | -81.7% |
| 1Y | -84.0% | +13.5% | -97.5% | -87.6% |
| 3Y | -90.4% | +77.7% | -168.1% | -96.0% |
| All | -90.4% | +78.1% | -168.5% | -96.0% |
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