-96.0%
CAN vs SPY
+172.8%
-268.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -7.7% |
| 7D | -5.3% | +0.1% | -5.4% | -4.9% |
| 30D | +82.7% | +0.1% | +82.7% | +84.3% |
| 3M | -7.5% | +2.0% | -9.4% | -9.6% |
| 6M | -32.8% | +13.0% | -45.8% | -44.3% |
| YTD | -47.8% | +13.5% | -61.4% | -56.3% |
| 1Y | -47.4% | +20.0% | -67.3% | -58.7% |
| 3Y | -81.9% | +77.2% | -159.1% | -91.4% |
| 5Y | -96.2% | +81.9% | -178.1% | -98.1% |
| All | -96.0% | +172.8% | -268.8% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling