-21.4%
CANE vs SPY
+78.7%
-100.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.6% | +0.5% | -1.2% | -0.6% |
| 30D | +8.0% | -0.9% | +8.9% | +8.0% |
| 3M | +19.3% | +3.9% | +15.4% | +19.1% |
| 6M | +21.4% | +14.5% | +6.9% | +20.7% |
| YTD | +17.8% | +12.9% | +4.9% | +17.2% |
| 1Y | +9.3% | +19.4% | -10.0% | +8.2% |
| 3Y | -21.4% | +78.5% | -99.9% | -24.7% |
| All | -21.4% | +78.7% | -100.2% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling