-100.0%
CANF vs SPY
+315.0%
-415.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.7% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -11.6% | -3.3% | -8.3% | -10.3% |
| 3M | -51.2% | -2.4% | -48.7% | -50.7% |
| 6M | -52.1% | +2.6% | -54.7% | -52.6% |
| YTD | -58.0% | +11.2% | -69.2% | -59.7% |
| 1Y | -79.5% | +13.4% | -92.9% | -80.5% |
| 3Y | -95.8% | +79.9% | -175.7% | -96.7% |
| 5Y | -99.4% | +72.2% | -171.6% | -99.5% |
| 10Y | -100.0% | +307.3% | -407.3% | -100.0% |
| All | -100.0% | +315.0% | -415.0% | -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