-96.2%
CAN vs SPY
+82.0%
-178.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -7.5% |
| 7D | -5.3% | +0.1% | -5.4% | -4.8% |
| 30D | +82.7% | +0.1% | +82.7% | +84.8% |
| 3M | -7.5% | +2.0% | -9.4% | -10.7% |
| 6M | -32.8% | +13.0% | -45.8% | -48.3% |
| YTD | -47.8% | +13.5% | -61.4% | -59.5% |
| 1Y | -47.4% | +20.0% | -67.3% | -62.7% |
| 3Y | -81.9% | +77.2% | -159.1% | -93.9% |
| All | -96.2% | +82.0% | -178.3% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling