-96.3%
CANF vs SPY
+77.4%
-173.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.9% |
| 7D | -34.4% | +0.1% | -34.5% | -34.5% |
| 30D | -30.3% | +0.1% | -30.4% | -30.4% |
| 3M | -29.4% | +2.0% | -31.4% | -30.4% |
| 6M | -63.0% | +13.0% | -76.0% | -65.7% |
| YTD | -44.2% | +13.5% | -57.8% | -48.5% |
| 1Y | -82.8% | +20.0% | -102.8% | -84.7% |
| All | -96.3% | +77.4% | -173.7% | -97.7% |
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