+1,108.4%
CANC vs SPY
+78.0%
+1,030.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -3.7% | -0.4% | -3.4% | -3.7% |
| 30D | -1.4% | -1.4% | 0.0% | -1.4% |
| 3M | +15.6% | +3.7% | +11.9% | +15.7% |
| 6M | +14.6% | +13.0% | +1.6% | +15.2% |
| YTD | +22.5% | +12.4% | +10.1% | +23.0% |
| 1Y | +55.5% | +18.5% | +37.0% | +57.9% |
| 3Y | +79.4% | +77.6% | +1.8% | +102.3% |
| All | +1,108.4% | +78.0% | +1,030.4% | +261.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling