-20.6%
CANE vs SPY
+306.4%
-326.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -9.2% | -3.7% | -5.5% | -8.8% |
| 3M | +2.2% | -2.7% | +5.0% | +2.6% |
| 6M | +11.0% | +2.2% | +8.8% | +10.6% |
| YTD | +12.1% | +10.8% | +1.3% | +10.4% |
| 1Y | +19.0% | +11.2% | +7.8% | +17.2% |
| 3Y | -27.7% | +76.5% | -104.2% | -33.8% |
| 5Y | +15.2% | +72.9% | -57.8% | +5.6% |
| All | -20.6% | +306.4% | -326.9% | -35.8% |
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