-96.1%
CANF vs SPY
+78.7%
-174.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -6.9% | +3.3% | -10.2% | -8.6% |
| 30D | -23.6% | -2.7% | -20.9% | -22.4% |
| 3M | -56.7% | -1.7% | -54.9% | -56.3% |
| 6M | -56.0% | +3.1% | -59.1% | -56.8% |
| YTD | -62.7% | +11.9% | -74.6% | -65.1% |
| 1Y | -80.9% | +12.0% | -92.9% | -82.1% |
| All | -96.1% | +78.7% | -174.8% | -96.7% |
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