-96.2%
CANF vs SPY
+75.1%
-171.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | 0.0% | -2.7% | +2.7% | +1.6% |
| 30D | -22.9% | -5.4% | -17.5% | -20.3% |
| 3M | -54.5% | -4.1% | -50.4% | -53.4% |
| 6M | -51.6% | +0.7% | -52.3% | -51.8% |
| YTD | -59.5% | +8.7% | -68.2% | -61.4% |
| 1Y | -80.7% | +10.9% | -91.6% | -81.8% |
| 3Y | -96.2% | +75.0% | -171.2% | -97.1% |
| All | -96.2% | +75.1% | -171.3% | -97.1% |
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