-98.0%
CAN vs SPY
+160.3%
-258.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.4% | -8.2% | -4.6% |
| 7D | -19.2% | -4.7% | -14.5% | -11.0% |
| 30D | -44.1% | -5.9% | -38.2% | -36.8% |
| 3M | -8.1% | -4.5% | -3.6% | +2.8% |
| 6M | -67.0% | +1.8% | -68.8% | -66.9% |
| YTD | -73.8% | +8.3% | -82.1% | -75.6% |
| 1Y | -86.0% | +9.3% | -95.3% | -87.1% |
| 3Y | -90.3% | +74.9% | -165.2% | -95.2% |
| 5Y | -97.9% | +67.3% | -165.2% | -98.8% |
| All | -98.0% | +160.3% | -258.2% | -98.9% |
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