-100.0%
CANF vs SPY
+311.3%
-411.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -30.4% | +0.5% | -30.9% | -30.6% |
| 30D | -33.4% | -0.9% | -32.5% | -33.2% |
| 3M | -25.6% | +3.9% | -29.5% | -26.9% |
| 6M | -49.7% | +14.5% | -64.2% | -52.4% |
| YTD | -42.8% | +12.9% | -55.7% | -45.5% |
| 1Y | -82.7% | +19.4% | -102.0% | -83.9% |
| 3Y | -95.9% | +78.5% | -174.3% | -96.7% |
| 5Y | -99.4% | +81.8% | -181.1% | -99.5% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +311.3% | -411.3% | -100.0% |
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