-19.0%
CANE vs SPY
+307.0%
-326.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | -9.7% | -2.0% | -7.7% | -9.4% |
| 3M | +2.8% | -2.8% | +5.5% | +3.1% |
| 6M | +8.4% | +2.1% | +6.2% | +8.0% |
| YTD | +14.1% | +11.5% | +2.7% | +12.4% |
| 1Y | +20.2% | +13.5% | +6.7% | +18.0% |
| 3Y | -27.1% | +77.7% | -104.8% | -33.3% |
| 5Y | +15.3% | +72.6% | -57.3% | +5.8% |
| All | -19.0% | +307.0% | -326.0% | -34.4% |
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