-14.0%
CANE vs SPY
+312.5%
-326.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | -0.4% | -0.4% | -0.1% | -0.4% |
| 30D | +8.5% | -1.4% | +9.9% | +8.7% |
| 3M | +21.2% | +3.7% | +17.5% | +20.6% |
| 6M | +18.3% | +13.0% | +5.3% | +16.4% |
| YTD | +19.0% | +12.4% | +6.6% | +17.0% |
| 1Y | +9.4% | +18.5% | -9.1% | +6.8% |
| 3Y | -20.7% | +77.6% | -98.3% | -27.3% |
| 5Y | +22.6% | +81.7% | -59.1% | +11.6% |
| 10Y | -14.0% | +319.7% | -333.7% | -29.6% |
| All | -14.0% | +312.5% | -326.5% | -29.6% |
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